-1.9%
KWEB vs DD
+41.1%
-43.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | -5.6% | -3.5% | -2.1% | -4.2% |
| 30D | -10.7% | -11.7% | +1.0% | -6.2% |
| 3M | -7.4% | -9.2% | +1.8% | -4.1% |
| 6M | -19.3% | -7.2% | -12.1% | -17.6% |
| YTD | -27.8% | +6.6% | -34.4% | -31.0% |
| 1Y | -35.9% | +32.0% | -67.9% | -44.8% |
| 3Y | -1.9% | +42.1% | -44.1% | -18.8% |
| All | -1.9% | +41.1% | -43.1% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling