-1.9%
KWEB vs DVA
+89.6%
-91.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -5.6% | -1.3% | -4.2% | -5.5% |
| 30D | -10.7% | 0.0% | -10.7% | -10.7% |
| 3M | -7.4% | -10.9% | +3.5% | -6.7% |
| 6M | -19.3% | +17.3% | -36.6% | -21.0% |
| YTD | -27.8% | +59.8% | -87.6% | -31.7% |
| 1Y | -35.9% | +36.3% | -72.2% | -38.1% |
| 3Y | -1.9% | +88.6% | -90.5% | -13.7% |
| All | -1.9% | +89.6% | -91.6% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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