-19.6%
KWEB vs GD
+165.7%
-185.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -7.8% | +2.7% | -10.5% | -8.6% |
| 30D | -6.4% | +8.6% | -15.1% | -8.9% |
| 3M | -14.6% | -7.1% | -7.5% | -12.9% |
| 6M | -25.0% | +7.5% | -32.5% | -27.1% |
| YTD | -32.7% | +9.9% | -42.6% | -35.2% |
| 1Y | -37.3% | +7.6% | -44.9% | -39.3% |
| 3Y | -5.9% | +56.2% | -62.1% | -20.0% |
| 5Y | -47.1% | +100.6% | -147.7% | -59.8% |
| All | -19.6% | +165.7% | -185.3% | -41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling