-22.5%
KWEB vs EXEL
+375.2%
-397.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +1.0% |
| 7D | -5.6% | -4.9% | -0.7% | -4.8% |
| 30D | -10.7% | +11.4% | -22.1% | -12.4% |
| 3M | -7.4% | +4.9% | -12.3% | -8.4% |
| 6M | -19.3% | +34.4% | -53.7% | -23.8% |
| YTD | -27.8% | +28.0% | -55.8% | -31.3% |
| 1Y | -35.9% | +43.6% | -79.6% | -40.6% |
| 3Y | -1.9% | +155.2% | -157.1% | -20.6% |
| 5Y | -43.2% | +181.2% | -224.3% | -55.3% |
| All | -22.5% | +375.2% | -397.7% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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