-38.0%
KWEB vs DOC
-21.4%
-16.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +9.4% | +6.5% | +2.9% | +7.0% |
| 30D | +2.3% | +9.2% | -6.9% | -1.0% |
| 3M | -12.3% | -2.5% | -9.8% | -11.7% |
| 6M | -16.4% | +7.1% | -23.5% | -19.0% |
| YTD | -26.9% | +33.0% | -59.9% | -35.5% |
| 1Y | -33.2% | +23.3% | -56.4% | -39.3% |
| 3Y | +1.2% | +44.9% | -43.7% | -17.3% |
| All | -38.0% | -21.4% | -16.5% | -34.9% |
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 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