-38.2%
KWEB vs EXPD
+41.2%
-79.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.2% |
| 7D | -7.5% | +3.6% | -11.1% | -7.7% |
| 30D | -7.3% | +0.3% | -7.6% | -7.4% |
| 3M | -16.8% | +6.1% | -22.9% | -17.4% |
| 6M | -21.4% | +27.4% | -48.8% | -24.0% |
| YTD | -32.7% | +32.0% | -64.7% | -36.2% |
| 1Y | -38.2% | +40.5% | -78.7% | -42.3% |
| All | -38.2% | +41.2% | -79.4% | -42.3% |
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