-43.5%
KWEB vs D
+5.1%
-48.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | -3.6% | -0.4% | -3.1% | -3.5% |
| 30D | -14.9% | -2.1% | -12.8% | -14.7% |
| 3M | -5.4% | -0.7% | -4.7% | -5.4% |
| 6M | -18.9% | +5.6% | -24.4% | -19.5% |
| YTD | -27.2% | +14.6% | -41.8% | -28.5% |
| 1Y | -34.2% | +15.3% | -49.6% | -35.5% |
| 3Y | +0.6% | +59.1% | -58.5% | -5.7% |
| 5Y | -43.5% | +3.9% | -47.4% | -52.9% |
| All | -43.5% | +5.1% | -48.6% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 5y: compounded portfolio wealth divided by compounded D 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…
5y analysis · Full analysis span regression · 6 months rolling