-23.0%
KWEB vs FIVE
+483.6%
-506.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.8% |
| 7D | -4.3% | +0.6% | -4.9% | -4.4% |
| 30D | -13.0% | +3.0% | -16.0% | -13.8% |
| 3M | -7.6% | +23.2% | -30.8% | -12.4% |
| 6M | -21.1% | +9.2% | -30.3% | -23.7% |
| YTD | -28.2% | +28.1% | -56.3% | -33.3% |
| 1Y | -34.9% | +65.3% | -100.1% | -43.2% |
| 3Y | -0.8% | +49.4% | -50.2% | -16.6% |
| 5Y | -43.6% | +29.5% | -73.1% | -52.4% |
| All | -23.0% | +483.6% | -506.7% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling