+19.6%
KWEB vs FLR
-4.0%
+23.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -1.0% |
| 7D | -4.3% | -6.9% | +2.6% | -3.3% |
| 30D | -13.0% | +1.1% | -14.1% | -13.2% |
| 3M | -7.6% | +14.3% | -21.9% | -10.1% |
| 6M | -21.1% | +19.1% | -40.2% | -24.2% |
| YTD | -28.2% | +35.1% | -63.3% | -32.4% |
| 1Y | -34.9% | +29.5% | -64.3% | -38.5% |
| 3Y | -0.8% | +53.0% | -53.8% | -10.8% |
| 5Y | -43.6% | +238.9% | -282.5% | -55.4% |
| 10Y | -21.7% | +17.4% | -39.1% | -26.2% |
| All | +19.6% | -4.0% | +23.6% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling