-20.6%
KWEB vs FN
+890.7%
-911.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -3.6% | +5.8% | -9.4% | -4.7% |
| 30D | -14.9% | -20.6% | +5.7% | -11.6% |
| 3M | -5.4% | -28.6% | +23.2% | -0.8% |
| 6M | -18.9% | -20.7% | +1.9% | -18.3% |
| YTD | -27.2% | -8.1% | -19.1% | -29.9% |
| 1Y | -34.2% | +13.3% | -47.6% | -40.2% |
| 3Y | +0.6% | +175.7% | -175.1% | -33.7% |
| 5Y | -43.5% | +297.4% | -340.9% | -68.4% |
| 10Y | -20.6% | +950.9% | -971.5% | -68.5% |
| All | -20.6% | +890.7% | -911.3% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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