+1.2%
KWEB vs COMP
+431.5%
-430.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -2.8% |
| 7D | +4.1% | +14.5% | -10.4% | +2.6% |
| 30D | -2.5% | +14.9% | -17.4% | -4.0% |
| 3M | -15.2% | -14.2% | -0.9% | -14.3% |
| 6M | -17.7% | +23.7% | -41.5% | -20.2% |
| YTD | -28.6% | +2.1% | -30.7% | -30.3% |
| 1Y | -33.8% | +26.2% | -60.0% | -36.6% |
| 3Y | +1.2% | +470.9% | -469.7% | -13.6% |
| All | +1.2% | +431.5% | -430.4% | -13.6% |
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