+19.0%
KWEB vs FN
+2,336.4%
-2,317.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.9% | -14.2% | -4.5% |
| 7D | +4.1% | +16.3% | -12.2% | +0.3% |
| 30D | -2.5% | -24.7% | +22.3% | +1.6% |
| 3M | -15.2% | -34.9% | +19.8% | -10.1% |
| 6M | -17.7% | -41.1% | +23.4% | -12.6% |
| YTD | -28.6% | -19.6% | -9.0% | -30.6% |
| 1Y | -33.8% | -18.5% | -15.3% | -36.2% |
| 3Y | +1.2% | +119.1% | -117.9% | -29.0% |
| 5Y | -39.2% | +206.9% | -246.1% | -62.6% |
| 10Y | -20.7% | +826.4% | -847.1% | -64.4% |
| All | +19.0% | +2,336.4% | -2,317.4% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling