-46.3%
KWEB vs D
+13.1%
-59.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -7.8% | -1.4% | -6.5% | -7.7% |
| 30D | -6.4% | +7.7% | -14.2% | -7.2% |
| 3M | -14.6% | -0.3% | -14.3% | -14.6% |
| 6M | -25.0% | +10.1% | -35.1% | -26.0% |
| YTD | -32.7% | +19.1% | -51.7% | -34.2% |
| 1Y | -37.3% | +15.9% | -53.2% | -38.6% |
| 3Y | -5.9% | +75.0% | -80.9% | -12.6% |
| All | -46.3% | +13.1% | -59.4% | -53.0% |
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