+24.1%
KWEB vs FFIV
+341.4%
-317.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -1.3% | -1.5% | +0.3% | -0.7% |
| 30D | -11.5% | -2.7% | -8.9% | -10.9% |
| 3M | -2.9% | -1.7% | -1.3% | -3.0% |
| 6M | -14.6% | +36.1% | -50.8% | -25.3% |
| YTD | -25.5% | +52.6% | -78.2% | -38.0% |
| 1Y | -31.1% | +21.5% | -52.6% | -37.7% |
| 3Y | +3.0% | +142.7% | -139.7% | -31.8% |
| 5Y | -42.6% | +92.6% | -135.2% | -58.8% |
| 10Y | -21.1% | +225.5% | -246.6% | -56.1% |
| All | +24.1% | +341.4% | -317.3% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling