-5.9%
KWEB vs FGI
-16.0%
+10.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -25.2% | +25.3% | +0.1% |
| 7D | -7.8% | -14.4% | +6.6% | -7.8% |
| 30D | -6.4% | -11.8% | +5.3% | -6.5% |
| 3M | -14.6% | -46.2% | +31.6% | -14.6% |
| 6M | -25.0% | +5.2% | -30.2% | -25.1% |
| YTD | -32.7% | +10.5% | -43.2% | -32.8% |
| 1Y | -37.3% | +25.5% | -62.8% | -37.4% |
| 3Y | -5.9% | -16.0% | +10.1% | -5.4% |
| All | -5.9% | -16.0% | +10.1% | -5.4% |
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