-35.9%
KWEB vs FDS
-27.2%
-8.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | -5.6% | -14.0% | +8.4% | -5.6% |
| 30D | -10.7% | -6.2% | -4.5% | -10.7% |
| 3M | -7.4% | +10.2% | -17.6% | -7.5% |
| 6M | -19.3% | +27.4% | -46.8% | -18.6% |
| YTD | -27.8% | -9.3% | -18.5% | -26.7% |
| 1Y | -35.9% | -28.6% | -7.3% | -34.4% |
| All | -35.9% | -27.2% | -8.7% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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