+27.5%
KWEB vs FE
+114.9%
-87.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -1.0% | +1.9% | -3.0% | -1.2% |
| 30D | -8.7% | -1.2% | -7.6% | -8.6% |
| 3M | -4.0% | +3.5% | -7.5% | -4.5% |
| 6M | -13.1% | -6.1% | -7.1% | -12.6% |
| YTD | -23.5% | +7.6% | -31.1% | -24.3% |
| 1Y | -27.2% | +11.9% | -39.1% | -28.3% |
| 3Y | -2.1% | +48.4% | -50.6% | -7.3% |
| 5Y | -40.8% | +44.8% | -85.6% | -44.2% |
| 10Y | -17.5% | +115.9% | -133.3% | -25.4% |
| All | +27.5% | +114.9% | -87.4% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling