-22.5%
KWEB vs EW
+120.5%
-143.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.4% | +1.6% |
| 7D | -5.6% | -6.2% | +0.6% | -3.6% |
| 30D | -10.7% | -9.3% | -1.3% | -7.8% |
| 3M | -7.4% | -1.6% | -5.8% | -7.2% |
| 6M | -19.3% | -0.8% | -18.5% | -19.4% |
| YTD | -27.8% | -1.0% | -26.7% | -28.0% |
| 1Y | -35.9% | +8.2% | -44.1% | -38.2% |
| 3Y | -1.9% | +12.7% | -14.6% | -12.0% |
| 5Y | -43.2% | -30.2% | -13.0% | -39.9% |
| All | -22.5% | +120.5% | -143.0% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling