-19.0%
KWEB vs FGI
-70.4%
+51.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.6% | +1.9% |
| 7D | -1.0% | +0.5% | -1.6% | -1.0% |
| 30D | -8.7% | +65.4% | -74.1% | -10.3% |
| 3M | -4.0% | +23.5% | -27.5% | -5.1% |
| 6M | -13.1% | +60.5% | -73.7% | -15.8% |
| YTD | -23.5% | +30.0% | -53.5% | -25.4% |
| 1Y | -27.2% | +82.1% | -109.2% | -30.9% |
| 3Y | -2.1% | -4.4% | +2.3% | -6.2% |
| All | -19.0% | -70.4% | +51.3% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling