-5.4%
KWEB vs FTV
+87.0%
-92.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.7% |
| 7D | -3.6% | -1.3% | -2.3% | -3.0% |
| 30D | -14.9% | -9.5% | -5.4% | -11.1% |
| 3M | -5.4% | -10.9% | +5.5% | -1.1% |
| 6M | -18.9% | -0.6% | -18.2% | -19.6% |
| YTD | -27.2% | +1.4% | -28.6% | -29.2% |
| 1Y | -34.2% | +17.6% | -51.9% | -40.6% |
| 3Y | +0.6% | -3.3% | +3.9% | -1.9% |
| 5Y | -43.5% | -0.1% | -43.3% | -47.0% |
| 10Y | -20.6% | +82.5% | -103.1% | -40.9% |
| All | -5.4% | +87.0% | -92.4% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling