+24.1%
KWEB vs FIVE
+550.3%
-526.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.8% |
| 7D | -1.3% | +3.7% | -5.0% | -2.1% |
| 30D | -11.5% | +4.0% | -15.5% | -12.5% |
| 3M | -2.9% | +36.2% | -39.1% | -9.9% |
| 6M | -14.6% | +18.0% | -32.7% | -18.8% |
| YTD | -25.5% | +34.9% | -60.4% | -31.4% |
| 1Y | -31.1% | +67.9% | -99.0% | -39.8% |
| 3Y | +3.0% | +57.3% | -54.3% | -14.0% |
| 5Y | -42.6% | +39.5% | -82.1% | -52.0% |
| 10Y | -21.1% | +496.4% | -517.5% | -53.2% |
| All | +24.1% | +550.3% | -526.2% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling