+21.2%
KWEB vs DECK
+848.2%
-827.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | +8.6% | +6.0% | +2.6% | +7.1% |
| 30D | +0.9% | +7.4% | -6.5% | -0.9% |
| 3M | -13.2% | -11.7% | -1.6% | -10.8% |
| 6M | -13.2% | -11.0% | -2.3% | -11.5% |
| YTD | -27.3% | -15.4% | -11.9% | -25.5% |
| 1Y | -33.2% | +7.2% | -40.5% | -35.7% |
| 3Y | +1.1% | -11.8% | +12.9% | -5.1% |
| 5Y | -36.7% | +24.3% | -61.0% | -48.3% |
| 10Y | -17.8% | +907.5% | -925.4% | -58.0% |
| All | +21.2% | +848.2% | -827.0% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling