+27.5%
KWEB vs D
+91.5%
-64.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | -1.0% | +1.5% | -2.5% | -1.2% |
| 30D | -8.7% | -2.6% | -6.1% | -8.5% |
| 3M | -4.0% | 0.0% | -4.0% | -4.1% |
| 6M | -13.1% | +7.4% | -20.5% | -14.1% |
| YTD | -23.5% | +15.9% | -39.4% | -25.1% |
| 1Y | -27.2% | +18.1% | -45.3% | -28.9% |
| 3Y | -2.1% | +58.4% | -60.5% | -8.5% |
| 5Y | -40.8% | +5.2% | -46.0% | -42.8% |
| 10Y | -17.5% | +35.9% | -53.3% | -25.0% |
| All | +27.5% | +91.5% | -64.0% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling