-42.1%
KWEB vs EXPE
+92.3%
-134.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.3% |
| 7D | -5.6% | -5.8% | +0.2% | -4.2% |
| 30D | -10.7% | -13.6% | +2.9% | -7.5% |
| 3M | -7.4% | +25.2% | -32.6% | -13.4% |
| 6M | -19.3% | +22.3% | -41.7% | -24.5% |
| YTD | -27.8% | -0.3% | -27.4% | -29.3% |
| 1Y | -35.9% | +27.8% | -63.7% | -42.5% |
| 3Y | -1.9% | +162.4% | -164.4% | -35.5% |
| All | -42.1% | +92.3% | -134.4% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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