+24.1%
KWEB vs EW
+620.7%
-596.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.5% |
| 7D | -1.3% | -4.4% | +3.1% | +0.1% |
| 30D | -11.5% | -3.3% | -8.2% | -10.6% |
| 3M | -2.9% | +1.0% | -3.9% | -3.4% |
| 6M | -14.6% | +6.2% | -20.9% | -16.6% |
| YTD | -25.5% | +1.7% | -27.2% | -26.4% |
| 1Y | -31.1% | +8.1% | -39.2% | -33.3% |
| 3Y | +3.0% | +17.1% | -14.1% | -8.0% |
| 5Y | -42.6% | -29.4% | -13.3% | -39.8% |
| 10Y | -21.1% | +121.7% | -142.9% | -43.9% |
| All | +24.1% | +620.7% | -596.5% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling