+19.6%
KWEB vs FTI
+105.4%
-85.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.8% |
| 7D | -4.3% | -5.6% | +1.3% | -3.3% |
| 30D | -13.0% | +0.4% | -13.4% | -13.1% |
| 3M | -7.6% | +8.1% | -15.7% | -9.2% |
| 6M | -21.1% | +16.7% | -37.8% | -23.9% |
| YTD | -28.2% | +70.0% | -98.2% | -35.5% |
| 1Y | -34.9% | +85.4% | -120.3% | -42.5% |
| 3Y | -0.8% | +265.9% | -266.7% | -24.5% |
| 5Y | -43.6% | +1,072.7% | -1,116.3% | -66.6% |
| 10Y | -21.7% | +298.9% | -320.6% | -46.9% |
| All | +19.6% | +105.4% | -85.8% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling