-19.6%
KWEB vs EXPD
+335.0%
-354.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -7.8% | +5.5% | -13.4% | -9.9% |
| 30D | -6.4% | -0.8% | -5.6% | -6.4% |
| 3M | -14.6% | +4.1% | -18.7% | -16.4% |
| 6M | -25.0% | +25.7% | -50.7% | -32.4% |
| YTD | -32.7% | +31.4% | -64.1% | -41.2% |
| 1Y | -37.3% | +42.2% | -79.5% | -47.2% |
| 3Y | -5.9% | +77.2% | -83.1% | -30.1% |
| 5Y | -47.1% | +61.0% | -108.1% | -59.9% |
| All | -19.6% | +335.0% | -354.6% | -58.6% |
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