-61.3%
KWEB vs DOCN
+88.7%
-149.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.0% | -10.3% | -3.8% |
| 7D | +4.1% | -12.8% | +16.9% | +6.2% |
| 30D | -2.5% | -41.9% | +39.4% | +6.7% |
| 3M | -15.2% | -36.9% | +21.8% | -9.7% |
| 6M | -17.7% | -52.2% | +34.5% | -8.9% |
| YTD | -28.6% | +62.7% | -91.3% | -42.5% |
| 1Y | -33.8% | +58.2% | -92.1% | -46.5% |
| 3Y | +1.2% | +219.5% | -218.3% | -37.1% |
| 5Y | -39.2% | -32.9% | -6.3% | -52.4% |
| All | -61.3% | +88.7% | -149.9% | -74.3% |
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