-46.9%
KWEB vs DOCU
+104.2%
-151.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.9% |
| 7D | +9.4% | -5.5% | +15.0% | +11.0% |
| 30D | +2.3% | +12.6% | -10.4% | -1.0% |
| 3M | -12.3% | +36.4% | -48.7% | -19.8% |
| 6M | -16.4% | +66.8% | -83.2% | -28.0% |
| YTD | -26.9% | +13.5% | -40.4% | -31.2% |
| 1Y | -33.2% | +11.3% | -44.5% | -37.0% |
| 3Y | +1.2% | +92.1% | -90.8% | -24.4% |
| 5Y | -36.4% | -71.0% | +34.6% | -28.1% |
| All | -46.9% | +104.2% | -151.2% | -63.3% |
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