-1.9%
KWEB vs FLR
+54.2%
-56.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | -5.6% | -3.5% | -2.1% | -5.0% |
| 30D | -10.7% | +4.2% | -14.8% | -11.4% |
| 3M | -7.4% | +8.1% | -15.5% | -9.6% |
| 6M | -19.3% | +21.5% | -40.8% | -23.8% |
| YTD | -27.8% | +36.8% | -64.5% | -33.6% |
| 1Y | -35.9% | +31.2% | -67.1% | -40.9% |
| 3Y | -1.9% | +53.9% | -55.8% | -18.7% |
| All | -1.9% | +54.2% | -56.1% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling