-46.3%
KWEB vs FE
+47.0%
-93.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -7.8% | +1.2% | -9.1% | -7.9% |
| 30D | -6.4% | +4.5% | -11.0% | -6.7% |
| 3M | -14.6% | +1.3% | -15.9% | -14.7% |
| 6M | -25.0% | +8.7% | -33.7% | -25.6% |
| YTD | -32.7% | +9.2% | -41.9% | -33.2% |
| 1Y | -37.3% | +7.0% | -44.3% | -37.7% |
| 3Y | -5.9% | +51.4% | -57.3% | -9.8% |
| All | -46.3% | +47.0% | -93.3% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling