-19.7%
KWEB vs DOC
+21.5%
-41.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.9% |
| 7D | -7.5% | 0.0% | -7.5% | -7.5% |
| 30D | -7.3% | +6.6% | -13.9% | -8.9% |
| 3M | -16.8% | -1.1% | -15.7% | -16.7% |
| 6M | -21.4% | +4.8% | -26.2% | -22.7% |
| YTD | -32.7% | +32.1% | -64.8% | -38.0% |
| 1Y | -38.2% | +21.9% | -60.0% | -41.9% |
| 3Y | -4.8% | +51.4% | -56.3% | -16.4% |
| 5Y | -47.1% | -21.2% | -26.0% | -46.3% |
| All | -19.7% | +21.5% | -41.1% | -25.9% |
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