+20.4%
KWEB vs EXEL
+1,002.6%
-982.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +1.0% |
| 7D | -5.6% | -4.9% | -0.7% | -4.9% |
| 30D | -10.7% | +11.4% | -22.1% | -12.0% |
| 3M | -7.4% | +4.9% | -12.3% | -8.2% |
| 6M | -19.3% | +34.4% | -53.7% | -22.8% |
| YTD | -27.8% | +28.0% | -55.8% | -30.6% |
| 1Y | -35.9% | +43.6% | -79.6% | -39.6% |
| 3Y | -1.9% | +155.2% | -157.1% | -16.3% |
| 5Y | -43.2% | +181.2% | -224.3% | -52.5% |
| 10Y | -21.2% | +368.4% | -389.6% | -40.3% |
| All | +20.4% | +1,002.6% | -982.2% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling