+12.2%
KWEB vs FIVE
+531.4%
-519.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -7.8% | +2.7% | -10.5% | -8.4% |
| 30D | -6.4% | +12.7% | -19.1% | -9.1% |
| 3M | -14.6% | +2.1% | -16.7% | -15.4% |
| 6M | -25.0% | +17.5% | -42.5% | -28.6% |
| YTD | -32.7% | +31.0% | -63.6% | -37.7% |
| 1Y | -37.3% | +67.7% | -105.1% | -45.3% |
| 3Y | -5.9% | +43.4% | -49.3% | -19.7% |
| 5Y | -47.1% | +18.1% | -65.2% | -54.2% |
| 10Y | -22.3% | +508.8% | -531.1% | -54.2% |
| All | +12.2% | +531.4% | -519.2% | -35.6% |
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