-27.2%
KWEB vs FANG
+43.7%
-70.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +1.9% |
| 7D | -1.0% | +0.8% | -1.8% | -1.0% |
| 30D | -8.7% | +7.6% | -16.3% | -8.4% |
| 3M | -4.0% | -1.3% | -2.7% | -4.1% |
| 6M | -13.1% | +14.7% | -27.8% | -14.0% |
| YTD | -23.5% | +34.8% | -58.3% | -26.0% |
| 1Y | -27.2% | +42.9% | -70.1% | -29.9% |
| All | -27.2% | +43.7% | -70.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling