+19.6%
KWEB vs GAP
-30.9%
+50.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -4.3% | -6.3% | +2.0% | -3.4% |
| 30D | -13.0% | -0.2% | -12.8% | -13.1% |
| 3M | -7.6% | 0.0% | -7.6% | -7.8% |
| 6M | -21.1% | -8.1% | -13.0% | -20.8% |
| YTD | -28.2% | -16.5% | -11.8% | -27.2% |
| 1Y | -34.9% | -10.5% | -24.4% | -34.9% |
| 3Y | -0.8% | +104.0% | -104.7% | -17.1% |
| 5Y | -43.6% | +6.8% | -50.3% | -50.5% |
| 10Y | -21.7% | +26.9% | -48.6% | -38.5% |
| All | +19.6% | -30.9% | +50.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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