+15.8%
KWEB vs FN
+2,356.8%
-2,340.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.9% | -7.5% | -2.7% |
| 7D | -2.7% | +8.0% | -10.7% | -4.7% |
| 30D | -4.4% | -19.1% | +14.8% | -1.8% |
| 3M | -15.7% | -29.8% | +14.1% | -12.0% |
| 6M | -20.0% | -43.2% | +23.2% | -14.4% |
| YTD | -30.5% | -18.9% | -11.5% | -32.5% |
| 1Y | -36.6% | -17.9% | -18.7% | -39.0% |
| 3Y | -1.7% | +120.1% | -121.8% | -31.1% |
| 5Y | -45.0% | +206.7% | -251.7% | -66.2% |
| 10Y | -19.8% | +804.7% | -824.5% | -63.9% |
| All | +15.8% | +2,356.8% | -2,340.9% | -58.2% |
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