-36.5%
KWEB vs FOXA
+92.4%
-128.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -5.6% | +0.8% | -6.4% | -5.8% |
| 30D | -10.7% | +5.0% | -15.7% | -12.0% |
| 3M | -7.4% | -3.0% | -4.4% | -7.5% |
| 6M | -19.3% | +14.8% | -34.1% | -23.4% |
| YTD | -27.8% | -8.9% | -18.8% | -26.8% |
| 1Y | -35.9% | +13.3% | -49.3% | -39.3% |
| 3Y | -1.9% | +115.4% | -117.3% | -24.8% |
| 5Y | -43.2% | +95.3% | -138.5% | -55.1% |
| All | -36.5% | +92.4% | -128.8% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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