+3.0%
KWEB vs FGI
-6.2%
+9.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.6% |
| 7D | -1.3% | +5.2% | -6.4% | -1.3% |
| 30D | -11.5% | +65.2% | -76.7% | -11.5% |
| 3M | -2.9% | +30.2% | -33.1% | -2.8% |
| 6M | -14.6% | +87.8% | -102.5% | -14.8% |
| YTD | -25.5% | +32.5% | -58.0% | -25.6% |
| 1Y | -31.1% | +93.6% | -124.7% | -30.8% |
| 3Y | +3.0% | -2.6% | +5.6% | +5.1% |
| All | +3.0% | -6.2% | +9.2% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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