-42.2%
KWEB vs FN
+295.0%
-337.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.0% |
| 7D | -1.3% | +3.5% | -4.8% | -1.8% |
| 30D | -11.5% | -26.0% | +14.5% | -8.2% |
| 3M | -2.9% | -33.3% | +30.3% | +1.6% |
| 6M | -14.6% | -14.9% | +0.3% | -15.1% |
| YTD | -25.5% | -8.6% | -17.0% | -27.4% |
| 1Y | -31.1% | +12.3% | -43.4% | -35.5% |
| 3Y | +3.0% | +174.4% | -171.4% | -26.4% |
| All | -42.2% | +295.0% | -337.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling