-43.1%
KWEB vs DOCS
-73.4%
+30.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +2.5% |
| 7D | -1.0% | -1.4% | +0.4% | -0.8% |
| 30D | -8.7% | +21.8% | -30.5% | -12.7% |
| 3M | -4.0% | +27.3% | -31.3% | -9.0% |
| 6M | -13.1% | -0.3% | -12.8% | -14.9% |
| YTD | -23.5% | -40.5% | +17.0% | -18.2% |
| 1Y | -27.2% | -61.5% | +34.4% | -15.6% |
| 3Y | -2.1% | +8.2% | -10.3% | -17.7% |
| All | -43.1% | -73.4% | +30.3% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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