+5.1%
KWEB vs COMP
+225.1%
-220.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -1.0% | +1.4% | -2.4% | -1.2% |
| 30D | -8.7% | -13.3% | +4.6% | -7.4% |
| 3M | -4.0% | +41.1% | -45.1% | -8.0% |
| 6M | -13.1% | +17.2% | -30.3% | -15.9% |
| YTD | -23.5% | +5.2% | -28.7% | -25.4% |
| 1Y | -27.2% | +18.9% | -46.1% | -30.1% |
| All | +5.1% | +225.1% | -220.1% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling