-1.9%
KWEB vs DLR
+58.2%
-60.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.3% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -10.7% | -4.3% | -6.4% | -10.0% |
| 3M | -7.4% | +3.8% | -11.2% | -8.6% |
| 6M | -19.3% | +5.8% | -25.2% | -20.6% |
| YTD | -27.8% | +23.5% | -51.3% | -31.2% |
| 1Y | -35.9% | +11.1% | -47.0% | -37.7% |
| 3Y | -1.9% | +57.9% | -59.8% | -14.7% |
| All | -1.9% | +58.2% | -60.2% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling