-27.2%
KWEB vs DLR
+19.9%
-47.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -1.0% | +1.6% | -2.6% | -1.3% |
| 30D | -8.7% | -3.4% | -5.4% | -8.3% |
| 3M | -4.0% | +0.5% | -4.5% | -4.5% |
| 6M | -13.1% | +4.6% | -17.7% | -14.4% |
| YTD | -23.5% | +23.4% | -46.9% | -27.0% |
| 1Y | -27.2% | +19.0% | -46.2% | -27.2% |
| All | -27.2% | +19.9% | -47.1% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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