-19.9%
KWEB vs DOC
+15.7%
-35.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +9.4% | +6.5% | +2.9% | +7.7% |
| 30D | +2.3% | +9.2% | -6.9% | -0.1% |
| 3M | -12.3% | -2.5% | -9.8% | -11.9% |
| 6M | -16.4% | +7.1% | -23.5% | -18.2% |
| YTD | -26.9% | +33.0% | -59.9% | -32.8% |
| 1Y | -33.2% | +23.3% | -56.4% | -37.3% |
| 3Y | +1.2% | +44.9% | -43.7% | -10.0% |
| 5Y | -36.4% | -21.6% | -14.8% | -35.3% |
| All | -19.9% | +15.7% | -35.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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