+21.3%
KWEB vs FITB
+327.5%
-306.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | -14.9% | -5.1% | -9.8% | -13.7% |
| 3M | -5.4% | +3.5% | -9.0% | -6.6% |
| 6M | -18.9% | +17.2% | -36.1% | -22.9% |
| YTD | -27.2% | +17.6% | -44.9% | -31.1% |
| 1Y | -34.2% | +23.4% | -57.6% | -38.7% |
| 3Y | +0.6% | +129.7% | -129.1% | -23.8% |
| 5Y | -43.5% | +68.4% | -111.9% | -53.6% |
| 10Y | -20.6% | +285.6% | -306.2% | -55.4% |
| All | +21.3% | +327.5% | -306.2% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling