-22.5%
KWEB vs FE
+114.2%
-136.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | -5.6% | -1.4% | -4.2% | -5.4% |
| 30D | -10.7% | -1.9% | -8.8% | -10.5% |
| 3M | -7.4% | -0.2% | -7.2% | -7.5% |
| 6M | -19.3% | -7.1% | -12.2% | -18.7% |
| YTD | -27.8% | +6.1% | -33.9% | -28.5% |
| 1Y | -35.9% | +10.1% | -46.0% | -36.9% |
| 3Y | -1.9% | +46.9% | -48.8% | -7.6% |
| 5Y | -43.2% | +50.0% | -93.2% | -47.2% |
| All | -22.5% | +114.2% | -136.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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