+24.1%
KWEB vs EXPE
+523.9%
-499.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.9% | +5.2% | -0.6% |
| 7D | -1.3% | -9.8% | +8.5% | +1.3% |
| 30D | -11.5% | -11.5% | 0.0% | -8.9% |
| 3M | -2.9% | +21.7% | -24.6% | -8.7% |
| 6M | -14.6% | +10.4% | -25.0% | -18.0% |
| YTD | -25.5% | -2.5% | -23.0% | -26.9% |
| 1Y | -31.1% | +27.3% | -58.4% | -38.0% |
| 3Y | +3.0% | +153.5% | -150.5% | -27.9% |
| 5Y | -42.6% | +91.1% | -133.7% | -57.9% |
| 10Y | -21.1% | +153.1% | -174.2% | -52.1% |
| All | +24.1% | +523.9% | -499.8% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling