-2.6%
KWEB vs FFIV
+147.5%
-150.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -4.3% | +1.6% | -5.9% | -4.7% |
| 30D | -13.0% | -3.7% | -9.2% | -12.4% |
| 3M | -7.6% | +2.0% | -9.5% | -8.5% |
| 6M | -21.1% | +39.3% | -60.4% | -28.0% |
| YTD | -28.2% | +56.1% | -84.3% | -36.6% |
| 1Y | -34.9% | +22.0% | -56.8% | -38.8% |
| All | -2.6% | +147.5% | -150.1% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling