-1.2%
KWEB vs FE
+46.9%
-48.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -14.9% | -1.2% | -13.7% | -14.8% |
| 3M | -5.4% | +1.7% | -7.1% | -5.7% |
| 6M | -18.9% | -7.5% | -11.4% | -18.1% |
| YTD | -27.2% | +6.3% | -33.5% | -27.9% |
| 1Y | -34.2% | +10.9% | -45.1% | -35.4% |
| All | -1.2% | +46.9% | -48.1% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling