-36.9%
KWEB vs FOXA
+90.1%
-127.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -1.9% |
| 7D | -4.3% | -3.7% | -0.6% | -3.4% |
| 30D | -13.0% | +5.4% | -18.3% | -14.4% |
| 3M | -7.6% | -3.7% | -3.8% | -7.5% |
| 6M | -21.1% | +12.6% | -33.7% | -24.8% |
| YTD | -28.2% | -10.0% | -18.3% | -27.0% |
| 1Y | -34.9% | +15.0% | -49.9% | -38.6% |
| 3Y | -0.8% | +115.1% | -115.9% | -23.9% |
| 5Y | -43.6% | +93.0% | -136.6% | -55.2% |
| All | -36.9% | +90.1% | -127.0% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling