-51.0%
KWEB vs DBX
+20.9%
-71.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | -4.3% | -1.8% | -2.5% | -3.8% |
| 30D | -13.0% | +2.8% | -15.8% | -14.0% |
| 3M | -7.6% | +26.8% | -34.3% | -14.7% |
| 6M | -21.1% | +32.8% | -53.9% | -29.0% |
| YTD | -28.2% | +26.1% | -54.3% | -34.5% |
| 1Y | -34.9% | +14.1% | -49.0% | -38.9% |
| 3Y | -0.8% | +25.7% | -26.5% | -13.6% |
| 5Y | -43.6% | +11.2% | -54.7% | -50.4% |
| All | -51.0% | +20.9% | -71.9% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling