-22.5%
KWEB vs FFIV
+249.4%
-271.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.7% | -0.6% |
| 7D | -5.6% | +5.4% | -11.0% | -7.5% |
| 30D | -10.7% | -2.7% | -8.0% | -10.1% |
| 3M | -7.4% | +4.5% | -12.0% | -9.7% |
| 6M | -19.3% | +42.2% | -61.5% | -30.5% |
| YTD | -27.8% | +61.3% | -89.0% | -41.1% |
| 1Y | -35.9% | +23.0% | -59.0% | -42.2% |
| 3Y | -1.9% | +156.3% | -158.2% | -36.4% |
| 5Y | -43.2% | +102.9% | -146.0% | -60.1% |
| All | -22.5% | +249.4% | -271.9% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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