-1.2%
KWEB vs EXPD
+69.2%
-70.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.6% |
| 7D | -3.6% | +1.2% | -4.7% | -3.8% |
| 30D | -14.9% | +5.2% | -20.1% | -16.0% |
| 3M | -5.4% | +13.2% | -18.6% | -8.5% |
| 6M | -18.9% | +30.3% | -49.2% | -24.7% |
| YTD | -27.2% | +27.0% | -54.2% | -32.3% |
| 1Y | -34.2% | +57.3% | -91.5% | -43.2% |
| All | -1.2% | +69.2% | -70.4% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling