-19.6%
KWEB vs FN
+700.1%
-719.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +1.4% |
| 7D | -7.8% | +0.3% | -8.1% | -8.2% |
| 30D | -6.4% | -16.5% | +10.1% | -4.5% |
| 3M | -14.6% | -42.1% | +27.5% | -7.4% |
| 6M | -25.0% | -52.9% | +27.8% | -16.8% |
| YTD | -32.7% | -28.0% | -4.7% | -33.4% |
| 1Y | -37.3% | -18.5% | -18.8% | -40.0% |
| 3Y | -5.9% | +93.9% | -99.8% | -34.0% |
| 5Y | -47.1% | +170.5% | -217.6% | -68.1% |
| All | -19.6% | +700.1% | -719.7% | -65.5% |
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