-1.9%
KWEB vs DBX
+27.0%
-28.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -5.6% | +2.1% | -7.7% | -5.8% |
| 30D | -10.7% | +5.7% | -16.4% | -11.4% |
| 3M | -7.4% | +31.8% | -39.2% | -10.8% |
| 6M | -19.3% | +37.5% | -56.8% | -22.9% |
| YTD | -27.8% | +27.9% | -55.7% | -30.3% |
| 1Y | -35.9% | +15.0% | -51.0% | -37.3% |
| 3Y | -1.9% | +27.2% | -29.1% | -12.9% |
| All | -1.9% | +27.0% | -28.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling