-22.5%
KWEB vs FTI
+305.3%
-327.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.5% |
| 7D | -5.6% | -4.4% | -1.2% | -4.9% |
| 30D | -10.7% | +1.5% | -12.2% | -10.9% |
| 3M | -7.4% | +8.2% | -15.6% | -8.9% |
| 6M | -19.3% | +18.8% | -38.1% | -22.1% |
| YTD | -27.8% | +71.7% | -99.4% | -34.5% |
| 1Y | -35.9% | +90.0% | -126.0% | -43.1% |
| 3Y | -1.9% | +270.5% | -272.4% | -23.5% |
| 5Y | -43.2% | +1,084.5% | -1,127.7% | -64.4% |
| All | -22.5% | +305.3% | -327.8% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling