-43.5%
KWEB vs FIVE
+35.6%
-79.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.6% |
| 7D | -3.6% | +1.7% | -5.2% | -4.0% |
| 30D | -14.9% | +5.0% | -19.9% | -16.1% |
| 3M | -5.4% | +29.5% | -34.9% | -11.7% |
| 6M | -18.9% | +12.4% | -31.3% | -22.2% |
| YTD | -27.2% | +31.2% | -58.4% | -33.0% |
| 1Y | -34.2% | +72.9% | -107.1% | -43.8% |
| 3Y | +0.6% | +53.0% | -52.4% | -15.2% |
| 5Y | -43.5% | +34.2% | -77.6% | -53.4% |
| All | -43.5% | +35.6% | -79.1% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling