-22.5%
KWEB vs DD
+66.6%
-89.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | -5.6% | -3.5% | -2.1% | -4.1% |
| 30D | -10.7% | -11.7% | +1.0% | -5.9% |
| 3M | -7.4% | -9.2% | +1.8% | -3.9% |
| 6M | -19.3% | -7.2% | -12.1% | -17.5% |
| YTD | -27.8% | +6.6% | -34.4% | -30.7% |
| 1Y | -35.9% | +32.0% | -67.9% | -44.3% |
| 3Y | -1.9% | +42.1% | -44.1% | -19.0% |
| 5Y | -43.2% | +58.1% | -101.2% | -55.3% |
| All | -22.5% | +66.6% | -89.1% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling