+27.5%
KWEB vs EXPD
+450.0%
-422.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | -1.0% | -1.1% | +0.1% | -0.5% |
| 30D | -8.7% | +4.1% | -12.8% | -10.3% |
| 3M | -4.0% | +17.9% | -21.9% | -10.9% |
| 6M | -13.1% | +29.2% | -42.4% | -23.0% |
| YTD | -23.5% | +27.4% | -50.9% | -32.3% |
| 1Y | -27.2% | +56.8% | -84.0% | -41.8% |
| 3Y | -2.1% | +68.0% | -70.2% | -25.8% |
| 5Y | -40.8% | +61.9% | -102.6% | -55.4% |
| 10Y | -17.5% | +316.0% | -333.5% | -62.2% |
| All | +27.5% | +450.0% | -422.5% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling