-23.0%
KWEB vs EXPD
+324.8%
-347.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -4.3% | +1.2% | -5.5% | -4.8% |
| 30D | -13.0% | +6.8% | -19.8% | -15.4% |
| 3M | -7.6% | +14.9% | -22.5% | -13.1% |
| 6M | -21.1% | +34.6% | -55.7% | -31.0% |
| YTD | -28.2% | +27.7% | -55.9% | -36.3% |
| 1Y | -34.9% | +57.7% | -92.5% | -47.7% |
| 3Y | -0.8% | +70.9% | -71.7% | -24.8% |
| 5Y | -43.6% | +59.5% | -103.0% | -56.9% |
| All | -23.0% | +324.8% | -347.8% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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