-27.2%
KWEB vs FLR
+31.2%
-58.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.3% |
| 7D | -1.0% | +5.4% | -6.5% | -1.7% |
| 30D | -8.7% | +11.4% | -20.1% | -10.3% |
| 3M | -4.0% | +11.4% | -15.4% | -6.0% |
| 6M | -13.1% | +16.6% | -29.8% | -16.4% |
| YTD | -23.5% | +41.7% | -65.2% | -29.0% |
| 1Y | -27.2% | +35.4% | -62.6% | -30.8% |
| All | -27.2% | +31.2% | -58.4% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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