-62.3%
KWEB vs DOCN
+110.0%
-172.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.6% | -11.2% | -3.4% |
| 7D | -2.7% | +3.7% | -6.4% | -3.9% |
| 30D | -4.4% | -33.7% | +29.3% | +2.0% |
| 3M | -15.7% | -27.9% | +12.2% | -12.6% |
| 6M | -20.0% | -46.4% | +26.4% | -13.3% |
| YTD | -30.5% | +81.1% | -111.6% | -45.2% |
| 1Y | -36.6% | +74.3% | -110.9% | -49.6% |
| 3Y | -1.7% | +245.8% | -247.5% | -39.7% |
| 5Y | -45.0% | -23.7% | -21.2% | -57.9% |
| All | -62.3% | +110.0% | -172.3% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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