-60.4%
KWEB vs DOCN
+74.7%
-135.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | 0.0% |
| 7D | +9.4% | -19.2% | +28.6% | +13.3% |
| 30D | +2.3% | -43.1% | +45.3% | +12.3% |
| 3M | -12.3% | -40.7% | +28.4% | -5.6% |
| 6M | -16.4% | -55.0% | +38.6% | -6.5% |
| YTD | -26.9% | +50.6% | -77.6% | -40.2% |
| 1Y | -33.2% | +54.0% | -87.1% | -45.8% |
| 3Y | +1.2% | +203.9% | -202.7% | -36.8% |
| 5Y | -36.4% | -29.4% | -7.0% | -50.2% |
| All | -60.4% | +74.7% | -135.0% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling