-37.4%
KWEB vs GD
+5.7%
-43.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.1% |
| 7D | -7.5% | +1.9% | -9.4% | -7.6% |
| 30D | -7.3% | +9.2% | -16.5% | -8.5% |
| 3M | -16.8% | -7.5% | -9.4% | -15.9% |
| 6M | -21.4% | +5.8% | -27.2% | -22.2% |
| YTD | -32.7% | +9.8% | -42.5% | -33.9% |
| All | -37.4% | +5.7% | -43.1% | -38.7% |
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