-42.1%
KWEB vs DGX
+66.8%
-108.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | -5.6% | -0.9% | -4.7% | -5.4% |
| 30D | -10.7% | -1.2% | -9.5% | -10.5% |
| 3M | -7.4% | +15.8% | -23.2% | -10.3% |
| 6M | -19.3% | +18.2% | -37.5% | -22.3% |
| YTD | -27.8% | +37.2% | -65.0% | -33.1% |
| 1Y | -35.9% | +30.4% | -66.3% | -40.1% |
| 3Y | -1.9% | +96.7% | -98.6% | -19.8% |
| All | -42.1% | +66.8% | -108.9% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling