-33.9%
KWEB vs FIVE
+63.3%
-97.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.7% | -2.2% | +3.5% |
| 7D | +5.8% | +7.5% | -1.7% | +4.7% |
| 30D | -1.0% | +16.7% | -17.7% | -3.2% |
| 3M | -15.8% | +13.4% | -29.2% | -17.6% |
| 6M | -14.9% | +9.0% | -24.0% | -16.4% |
| YTD | -28.6% | +33.8% | -62.4% | -33.5% |
| 1Y | -33.9% | +61.2% | -95.1% | -39.3% |
| All | -33.9% | +63.3% | -97.2% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling