-42.1%
KWEB vs DT
-27.6%
-14.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.9% |
| 7D | -5.6% | -1.6% | -4.0% | -5.1% |
| 30D | -10.7% | +3.0% | -13.7% | -11.9% |
| 3M | -7.4% | +26.5% | -33.9% | -15.6% |
| 6M | -19.3% | +35.9% | -55.3% | -29.7% |
| YTD | -27.8% | +17.8% | -45.6% | -33.9% |
| 1Y | -35.9% | +4.1% | -40.0% | -38.5% |
| 3Y | -1.9% | +5.3% | -7.2% | -10.3% |
| All | -42.1% | -27.6% | -14.5% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling