+27.5%
KWEB vs DOC
+4.0%
+23.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.4% |
| 7D | -1.0% | -1.5% | +0.5% | -0.7% |
| 30D | -8.7% | -4.8% | -4.0% | -7.7% |
| 3M | -4.0% | +6.9% | -10.9% | -5.8% |
| 6M | -13.1% | +20.7% | -33.9% | -17.6% |
| YTD | -23.5% | +34.1% | -57.6% | -29.4% |
| 1Y | -27.2% | +22.6% | -49.8% | -31.3% |
| 3Y | -2.1% | +20.8% | -23.0% | -8.4% |
| 5Y | -40.8% | -24.9% | -15.9% | -39.2% |
| 10Y | -17.5% | -1.8% | -15.6% | -22.4% |
| All | +27.5% | +4.0% | +23.5% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling