-19.6%
KWEB vs DOC
+21.2%
-40.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -7.8% | -0.9% | -7.0% | -7.6% |
| 30D | -6.4% | +7.7% | -14.2% | -8.3% |
| 3M | -14.6% | -2.0% | -12.6% | -14.3% |
| 6M | -25.0% | +5.9% | -30.9% | -26.4% |
| YTD | -32.7% | +31.8% | -64.5% | -37.9% |
| 1Y | -37.3% | +22.5% | -59.8% | -41.1% |
| 3Y | -5.9% | +54.7% | -60.6% | -17.8% |
| 5Y | -47.1% | -21.3% | -25.8% | -46.2% |
| All | -19.6% | +21.2% | -40.8% | -25.8% |
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