-22.5%
KWEB vs FTV
+80.7%
-103.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | -5.6% | -4.0% | -1.6% | -3.8% |
| 30D | -10.7% | -11.0% | +0.3% | -6.0% |
| 3M | -7.4% | -8.4% | +1.0% | -4.3% |
| 6M | -19.3% | -2.6% | -16.8% | -19.3% |
| YTD | -27.8% | -0.6% | -27.1% | -29.1% |
| 1Y | -35.9% | +11.0% | -46.9% | -40.6% |
| 3Y | -1.9% | -6.3% | +4.4% | -3.0% |
| 5Y | -43.2% | -1.5% | -41.6% | -46.5% |
| All | -22.5% | +80.7% | -103.2% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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