-42.1%
KWEB vs DG
-37.9%
-4.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -5.6% | -6.5% | +0.9% | -5.2% |
| 30D | -10.7% | +4.2% | -14.8% | -10.9% |
| 3M | -7.4% | +9.5% | -16.9% | -8.0% |
| 6M | -19.3% | -13.1% | -6.2% | -18.7% |
| YTD | -27.8% | -4.8% | -22.9% | -27.6% |
| 1Y | -35.9% | +20.6% | -56.5% | -36.6% |
| 3Y | -1.9% | +4.9% | -6.9% | -3.3% |
| All | -42.1% | -37.9% | -4.2% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling