-70.3%
KWEB vs EXE
+187.5%
-257.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -3.6% | -2.7% | -0.9% | -3.1% |
| 30D | -14.9% | -0.4% | -14.5% | -14.9% |
| 3M | -5.4% | +9.5% | -14.9% | -7.2% |
| 6M | -18.9% | -9.3% | -9.5% | -17.6% |
| YTD | -27.2% | -10.9% | -16.3% | -26.0% |
| 1Y | -34.2% | +4.3% | -38.5% | -35.5% |
| 3Y | +0.6% | +18.8% | -18.2% | -5.5% |
| 5Y | -43.5% | +101.4% | -144.9% | -51.6% |
| All | -70.3% | +187.5% | -257.8% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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