-19.6%
KWEB vs DECK
+753.0%
-772.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.6% |
| 7D | -7.8% | +0.1% | -8.0% | -7.9% |
| 30D | -6.4% | +4.8% | -11.3% | -7.7% |
| 3M | -14.6% | -6.9% | -7.7% | -13.3% |
| 6M | -25.0% | -7.6% | -17.5% | -24.2% |
| YTD | -32.7% | -16.3% | -16.4% | -30.8% |
| 1Y | -37.3% | +4.5% | -41.8% | -39.3% |
| 3Y | -5.9% | -17.1% | +11.2% | -11.1% |
| 5Y | -47.1% | +21.9% | -69.0% | -58.2% |
| All | -19.6% | +753.0% | -772.6% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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