-1.9%
KWEB vs FRSH
-46.4%
+44.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -5.6% | -6.6% | +1.0% | -4.8% |
| 30D | -10.7% | +2.1% | -12.8% | -11.1% |
| 3M | -7.4% | +29.0% | -36.4% | -10.6% |
| 6M | -19.3% | +48.6% | -67.9% | -23.8% |
| YTD | -27.8% | -2.9% | -24.8% | -27.7% |
| 1Y | -35.9% | -7.9% | -28.0% | -35.5% |
| 3Y | -1.9% | -46.5% | +44.6% | +5.4% |
| All | -1.9% | -46.4% | +44.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling