-22.5%
KWEB vs FLR
+19.7%
-42.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.5% |
| 7D | -5.6% | -3.5% | -2.1% | -5.1% |
| 30D | -10.7% | +4.2% | -14.8% | -11.2% |
| 3M | -7.4% | +8.1% | -15.5% | -8.9% |
| 6M | -19.3% | +21.5% | -40.8% | -22.3% |
| YTD | -27.8% | +36.8% | -64.5% | -31.6% |
| 1Y | -35.9% | +31.2% | -67.1% | -39.1% |
| 3Y | -1.9% | +53.9% | -55.8% | -10.5% |
| 5Y | -43.2% | +243.0% | -286.2% | -53.3% |
| All | -22.5% | +19.7% | -42.3% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling