-42.2%
KWEB vs EXPD
+59.0%
-101.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | -1.3% | -0.9% | -0.4% | -0.9% |
| 30D | -11.5% | +4.1% | -15.6% | -12.9% |
| 3M | -2.9% | +13.8% | -16.7% | -7.9% |
| 6M | -14.6% | +27.3% | -41.9% | -22.8% |
| YTD | -25.5% | +25.4% | -51.0% | -32.8% |
| 1Y | -31.1% | +54.4% | -85.5% | -43.6% |
| 3Y | +3.0% | +67.9% | -64.9% | -21.0% |
| All | -42.2% | +59.0% | -101.2% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling