-22.5%
KWEB vs FITB
+290.8%
-313.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -10.7% | -5.7% | -5.0% | -9.4% |
| 3M | -7.4% | +3.2% | -10.6% | -8.4% |
| 6M | -19.3% | +23.4% | -42.7% | -24.0% |
| YTD | -27.8% | +18.8% | -46.5% | -31.5% |
| 1Y | -35.9% | +25.0% | -60.9% | -40.1% |
| 3Y | -1.9% | +131.2% | -133.1% | -23.9% |
| 5Y | -43.2% | +70.7% | -113.9% | -52.6% |
| All | -22.5% | +290.8% | -313.3% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling