-34.9%
KWEB vs FRMI
-79.6%
+44.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.3% | -3.4% | +1.9% |
| 7D | -1.0% | +2.4% | -3.4% | -1.1% |
| 30D | -8.7% | -17.3% | +8.6% | -8.4% |
| 3M | -4.0% | -17.2% | +13.2% | -4.4% |
| 6M | -13.1% | -43.4% | +30.2% | -12.8% |
| YTD | -23.5% | -36.0% | +12.5% | -23.6% |
| All | -34.9% | -79.6% | +44.7% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling