-43.6%
KWEB vs FFIV
+95.0%
-138.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | -4.3% | +1.6% | -5.9% | -4.9% |
| 30D | -13.0% | -3.7% | -9.2% | -12.0% |
| 3M | -7.6% | +2.0% | -9.5% | -9.0% |
| 6M | -21.1% | +39.3% | -60.4% | -31.7% |
| YTD | -28.2% | +56.1% | -84.3% | -41.0% |
| 1Y | -34.9% | +22.0% | -56.8% | -41.1% |
| 3Y | -0.8% | +148.2% | -149.0% | -37.9% |
| 5Y | -43.6% | +96.3% | -139.9% | -60.3% |
| All | -43.6% | +95.0% | -138.6% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling