-42.4%
KWEB vs DRI
+63.6%
-106.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -4.3% | -4.8% | +0.5% | -2.6% |
| 30D | -13.0% | -5.2% | -7.8% | -11.5% |
| 3M | -7.6% | +2.7% | -10.3% | -8.9% |
| 6M | -21.1% | +3.6% | -24.7% | -22.8% |
| YTD | -28.2% | +15.4% | -43.6% | -33.0% |
| 1Y | -34.9% | +1.3% | -36.1% | -36.1% |
| 3Y | -0.8% | +53.1% | -53.9% | -22.8% |
| All | -42.4% | +63.6% | -106.0% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling