-33.9%
KWEB vs GD
+9.0%
-42.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.6% | +7.0% | +4.7% |
| 7D | +5.8% | +3.0% | +2.8% | +5.3% |
| 30D | -1.0% | +10.5% | -11.5% | -2.5% |
| 3M | -15.8% | -5.0% | -10.9% | -15.2% |
| 6M | -14.9% | +5.5% | -20.4% | -15.7% |
| YTD | -28.6% | +10.3% | -38.9% | -29.8% |
| 1Y | -33.9% | +8.2% | -42.1% | -35.3% |
| All | -33.9% | +9.0% | -42.9% | -35.3% |
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