-35.9%
KWEB vs FIGR
-3.1%
-32.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.9% |
| 7D | -5.6% | -3.0% | -2.5% | -5.4% |
| 30D | -10.7% | +13.7% | -24.3% | -11.6% |
| 3M | -7.4% | +23.9% | -31.3% | -9.1% |
| 6M | -19.3% | -8.4% | -10.9% | -19.7% |
| YTD | -27.8% | -14.6% | -13.1% | -29.7% |
| 1Y | -35.9% | +12.1% | -48.0% | -37.2% |
| All | -35.9% | -3.1% | -32.8% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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