+21.3%
KWEB vs DAR
+229.0%
-207.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -14.9% | +7.4% | -22.4% | -16.8% |
| 3M | -5.4% | +15.7% | -21.1% | -9.7% |
| 6M | -18.9% | +30.0% | -48.9% | -25.5% |
| YTD | -27.2% | +87.5% | -114.8% | -39.9% |
| 1Y | -34.2% | +113.4% | -147.6% | -48.1% |
| 3Y | +0.6% | +15.3% | -14.7% | -8.5% |
| 5Y | -43.5% | -4.3% | -39.2% | -46.9% |
| 10Y | -20.6% | +380.2% | -400.7% | -55.7% |
| All | +21.3% | +229.0% | -207.7% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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