-39.2%
KWEB vs DOC
-19.7%
-19.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.9% |
| 7D | +4.1% | +5.9% | -1.7% | +2.0% |
| 30D | -2.5% | +10.3% | -12.8% | -6.0% |
| 3M | -15.2% | -2.2% | -13.0% | -14.7% |
| 6M | -17.7% | +8.2% | -25.9% | -20.6% |
| YTD | -28.6% | +35.4% | -64.0% | -37.4% |
| 1Y | -33.8% | +23.6% | -57.4% | -39.9% |
| 3Y | +1.2% | +57.3% | -56.1% | -20.6% |
| 5Y | -39.2% | -19.6% | -19.6% | -36.6% |
| All | -39.2% | -19.7% | -19.5% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling