-22.5%
KWEB vs DGX
+255.3%
-277.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -5.6% | -0.9% | -4.7% | -5.3% |
| 30D | -10.7% | -1.2% | -9.5% | -10.4% |
| 3M | -7.4% | +15.8% | -23.2% | -11.0% |
| 6M | -19.3% | +18.2% | -37.5% | -23.0% |
| YTD | -27.8% | +37.2% | -65.0% | -34.0% |
| 1Y | -35.9% | +30.4% | -66.3% | -40.9% |
| 3Y | -1.9% | +96.7% | -98.6% | -20.6% |
| 5Y | -43.2% | +67.2% | -110.4% | -52.5% |
| All | -22.5% | +255.3% | -277.9% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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