-18.9%
KWEB vs DOC
+20.3%
-39.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +3.4% | +4.3% | -1.0% | +2.2% |
| 30D | -3.5% | +9.2% | -12.6% | -5.7% |
| 3M | -17.4% | -0.8% | -16.5% | -17.3% |
| 6M | -18.6% | +7.1% | -25.7% | -20.3% |
| YTD | -29.3% | +34.0% | -63.3% | -35.1% |
| 1Y | -35.9% | +23.2% | -59.1% | -39.9% |
| 3Y | -0.1% | +53.6% | -53.7% | -12.4% |
| 5Y | -41.2% | -20.4% | -20.7% | -40.4% |
| 10Y | -18.9% | +23.4% | -42.3% | -24.1% |
| All | -18.9% | +20.3% | -39.2% | -24.1% |
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