-33.9%
KWEB vs DG
+45.3%
-79.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.5% | -4.1% | +3.5% |
| 7D | +5.8% | +12.3% | -6.5% | +4.5% |
| 30D | -1.0% | +19.3% | -20.3% | -2.9% |
| 3M | -15.8% | +11.9% | -27.7% | -16.9% |
| 6M | -14.9% | +25.0% | -39.9% | -16.7% |
| YTD | -28.6% | +8.7% | -37.3% | -28.6% |
| 1Y | -33.9% | +44.7% | -78.6% | -34.1% |
| All | -33.9% | +45.3% | -79.2% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling