+20.4%
KWEB vs DTE
+239.8%
-219.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -5.6% | -2.6% | -3.0% | -5.2% |
| 30D | -10.7% | -4.4% | -6.3% | -10.1% |
| 3M | -7.4% | -8.3% | +0.9% | -6.4% |
| 6M | -19.3% | -8.1% | -11.2% | -18.5% |
| YTD | -27.8% | +4.4% | -32.2% | -28.5% |
| 1Y | -35.9% | +0.2% | -36.1% | -36.2% |
| 3Y | -1.9% | +42.6% | -44.5% | -7.9% |
| 5Y | -43.2% | +31.5% | -74.7% | -46.4% |
| 10Y | -21.2% | +138.2% | -159.4% | -35.0% |
| All | +20.4% | +239.8% | -219.4% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling