-44.4%
KWEB vs DOCU
+80.0%
-124.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.1% |
| 7D | -1.0% | +6.9% | -7.9% | -2.7% |
| 30D | -8.7% | +19.0% | -27.7% | -13.1% |
| 3M | -4.0% | +34.3% | -38.3% | -11.8% |
| 6M | -13.1% | +48.0% | -61.1% | -23.0% |
| YTD | -23.5% | 0.0% | -23.5% | -25.3% |
| 1Y | -27.2% | -10.3% | -16.9% | -27.3% |
| 3Y | -2.1% | +32.4% | -34.5% | -18.4% |
| 5Y | -40.8% | -77.9% | +37.2% | -28.0% |
| All | -44.4% | +80.0% | -124.5% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling