+19.6%
KWEB vs DG
+160.9%
-141.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -4.3% | -6.3% | +2.0% | -3.4% |
| 30D | -13.0% | +2.4% | -15.4% | -13.4% |
| 3M | -7.6% | +12.4% | -20.0% | -9.3% |
| 6M | -21.1% | -14.9% | -6.2% | -19.5% |
| YTD | -28.2% | -6.1% | -22.2% | -27.9% |
| 1Y | -34.9% | +17.9% | -52.7% | -37.0% |
| 3Y | -0.8% | +3.1% | -3.9% | -5.0% |
| 5Y | -43.6% | -38.7% | -4.9% | -40.7% |
| 10Y | -21.7% | +99.6% | -121.3% | -39.0% |
| All | +19.6% | +160.9% | -141.3% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling