-19.3%
KWEB vs EXEL
+36.3%
-55.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +0.8% |
| 7D | -5.6% | -4.9% | -0.7% | -5.2% |
| 30D | -10.7% | +11.4% | -22.1% | -11.4% |
| 3M | -7.4% | +4.9% | -12.3% | -8.2% |
| 6M | -19.3% | +34.4% | -53.7% | -26.1% |
| All | -19.3% | +36.3% | -55.6% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling