-22.5%
KWEB vs DE
+863.9%
-886.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -5.6% | -2.6% | -3.0% | -4.7% |
| 30D | -10.7% | +9.0% | -19.7% | -13.5% |
| 3M | -7.4% | +19.1% | -26.6% | -13.5% |
| 6M | -19.3% | +14.4% | -33.7% | -23.8% |
| YTD | -27.8% | +45.9% | -73.7% | -37.9% |
| 1Y | -35.9% | +43.6% | -79.5% | -44.8% |
| 3Y | -1.9% | +75.9% | -77.8% | -22.3% |
| 5Y | -43.2% | +98.8% | -141.9% | -58.3% |
| All | -22.5% | +863.9% | -886.4% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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