-1.9%
KWEB vs DTE
+43.4%
-45.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -5.6% | -2.6% | -3.0% | -5.3% |
| 30D | -10.7% | -4.4% | -6.3% | -10.3% |
| 3M | -7.4% | -8.3% | +0.9% | -6.8% |
| 6M | -19.3% | -8.1% | -11.2% | -18.8% |
| YTD | -27.8% | +4.4% | -32.2% | -29.0% |
| 1Y | -35.9% | +0.2% | -36.1% | -36.6% |
| 3Y | -1.9% | +42.6% | -44.5% | -10.9% |
| All | -1.9% | +43.4% | -45.4% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling