-60.3%
KWEB vs COMP
-47.7%
-12.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -8.7% | -13.3% | +4.6% | -6.6% |
| 3M | -4.0% | +41.1% | -45.1% | -10.6% |
| 6M | -13.1% | +17.2% | -30.3% | -17.4% |
| YTD | -23.5% | +5.2% | -28.7% | -26.4% |
| 1Y | -27.2% | +18.9% | -46.1% | -32.0% |
| 3Y | -2.1% | +215.9% | -218.0% | -31.0% |
| 5Y | -40.8% | -31.2% | -9.6% | -44.2% |
| All | -60.3% | -47.7% | -12.6% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling