-22.5%
KWEB vs FANG
+182.5%
-205.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | +2.9% | -8.5% | -6.0% |
| 30D | -10.7% | +2.6% | -13.3% | -11.1% |
| 3M | -7.4% | +7.6% | -15.0% | -8.7% |
| 6M | -19.3% | +17.3% | -36.6% | -21.8% |
| YTD | -27.8% | +38.7% | -66.4% | -32.0% |
| 1Y | -35.9% | +51.6% | -87.6% | -40.6% |
| 3Y | -1.9% | +50.0% | -51.9% | -10.0% |
| 5Y | -43.2% | +237.6% | -280.7% | -54.3% |
| All | -22.5% | +182.5% | -205.0% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling