-20.6%
KWEB vs GD
+188.9%
-209.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -3.6% | -3.1% | -0.4% | -2.6% |
| 30D | -14.9% | -10.9% | -4.0% | -11.9% |
| 3M | -5.4% | +2.5% | -7.9% | -6.3% |
| 6M | -18.9% | -1.7% | -17.2% | -18.8% |
| YTD | -27.2% | +6.1% | -33.4% | -29.0% |
| 1Y | -34.2% | +11.7% | -45.9% | -36.9% |
| 3Y | +0.6% | +71.8% | -71.2% | -17.2% |
| 5Y | -43.5% | +92.2% | -135.7% | -56.3% |
| 10Y | -20.6% | +192.2% | -212.8% | -46.9% |
| All | -20.6% | +188.9% | -209.5% | -46.9% |
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