-27.2%
KWEB vs DD
+41.5%
-68.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -1.0% | -3.5% | +2.5% | -0.1% |
| 30D | -8.7% | -10.3% | +1.6% | -6.2% |
| 3M | -4.0% | -7.5% | +3.6% | -2.2% |
| 6M | -13.1% | -8.0% | -5.1% | -11.7% |
| YTD | -23.5% | +10.5% | -34.0% | -26.1% |
| 1Y | -27.2% | +38.3% | -65.4% | -34.3% |
| All | -27.2% | +41.5% | -68.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling