-46.3%
KWEB vs DOCU
-69.6%
+23.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -7.8% | +4.1% | -11.9% | -8.8% |
| 30D | -6.4% | +7.4% | -13.8% | -8.3% |
| 3M | -14.6% | +26.0% | -40.6% | -20.0% |
| 6M | -25.0% | +79.2% | -104.2% | -36.5% |
| YTD | -32.7% | +18.1% | -50.7% | -37.1% |
| 1Y | -37.3% | +20.5% | -57.8% | -41.9% |
| 3Y | -5.9% | +96.4% | -102.3% | -31.7% |
| All | -46.3% | -69.6% | +23.4% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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