-27.2%
KWEB vs GD
+13.1%
-40.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.3% |
| 7D | -1.0% | -5.3% | +4.2% | +0.1% |
| 30D | -8.7% | -6.4% | -2.3% | -7.4% |
| 3M | -4.0% | +5.7% | -9.7% | -5.3% |
| 6M | -13.1% | -0.9% | -12.2% | -11.9% |
| YTD | -23.5% | +8.2% | -31.7% | -25.5% |
| 1Y | -27.2% | +13.4% | -40.6% | -28.2% |
| All | -27.2% | +13.1% | -40.3% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling