-35.9%
KWEB vs DT
+6.2%
-42.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | -5.6% | -1.6% | -4.0% | -5.5% |
| 30D | -10.7% | +3.0% | -13.7% | -10.8% |
| 3M | -7.4% | +26.5% | -33.9% | -7.9% |
| 6M | -19.3% | +35.9% | -55.3% | -19.5% |
| YTD | -27.8% | +17.8% | -45.6% | -26.1% |
| 1Y | -35.9% | +4.1% | -40.0% | -32.5% |
| All | -35.9% | +6.2% | -42.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling