+19.6%
KWEB vs DLR
+453.0%
-433.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | -4.3% | -1.3% | -3.0% | -4.0% |
| 30D | -13.0% | -2.9% | -10.1% | -12.4% |
| 3M | -7.6% | +3.2% | -10.8% | -8.9% |
| 6M | -21.1% | +3.9% | -25.0% | -22.4% |
| YTD | -28.2% | +21.4% | -49.7% | -32.4% |
| 1Y | -34.9% | +9.7% | -44.5% | -37.0% |
| 3Y | -0.8% | +56.5% | -57.3% | -14.9% |
| 5Y | -43.6% | +41.5% | -85.1% | -51.4% |
| 10Y | -21.7% | +171.3% | -192.9% | -45.0% |
| All | +19.6% | +453.0% | -433.4% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling