-33.9%
KWEB vs DTE
+5.6%
-39.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.0% | +4.8% |
| 7D | +5.8% | +4.2% | +1.6% | +6.4% |
| 30D | -1.0% | +10.0% | -11.0% | +0.5% |
| 3M | -15.8% | -2.1% | -13.7% | -16.0% |
| 6M | -14.9% | -4.7% | -10.3% | -15.9% |
| YTD | -28.6% | +9.3% | -37.9% | -29.1% |
| 1Y | -33.9% | +6.6% | -40.5% | -34.4% |
| All | -33.9% | +5.6% | -39.5% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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