-22.5%
KWEB vs DRI
+353.8%
-376.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.4% |
| 7D | -5.6% | -3.2% | -2.3% | -4.9% |
| 30D | -10.7% | -7.8% | -2.9% | -9.1% |
| 3M | -7.4% | +0.4% | -7.8% | -7.7% |
| 6M | -19.3% | +4.8% | -24.1% | -20.5% |
| YTD | -27.8% | +16.7% | -44.5% | -30.6% |
| 1Y | -35.9% | +1.5% | -37.4% | -36.7% |
| 3Y | -1.9% | +56.3% | -58.2% | -13.1% |
| 5Y | -43.2% | +66.4% | -109.6% | -50.8% |
| All | -22.5% | +353.8% | -376.3% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling