-35.9%
KWEB vs EXPD
+60.5%
-96.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.5% |
| 7D | -5.6% | +2.0% | -7.6% | -5.7% |
| 30D | -10.7% | +4.4% | -15.1% | -11.0% |
| 3M | -7.4% | +15.7% | -23.1% | -8.9% |
| 6M | -19.3% | +37.5% | -56.8% | -22.4% |
| YTD | -27.8% | +29.9% | -57.7% | -29.6% |
| 1Y | -35.9% | +57.8% | -93.7% | -37.8% |
| All | -35.9% | +60.5% | -96.4% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling