-33.9%
KWEB vs FTI
+57.1%
-91.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.4% | +7.8% | +4.6% |
| 7D | +5.8% | -9.7% | +15.4% | +6.4% |
| 30D | -1.0% | -8.2% | +7.2% | -0.5% |
| 3M | -15.8% | -7.8% | -8.0% | -15.6% |
| 6M | -14.9% | -13.4% | -1.5% | -14.3% |
| YTD | -28.6% | +45.1% | -73.6% | -38.6% |
| 1Y | -33.9% | +54.6% | -88.5% | -44.9% |
| All | -33.9% | +57.1% | -91.0% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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