+27.5%
KWEB vs GD
+455.1%
-427.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.6% |
| 7D | -1.0% | -5.3% | +4.2% | +0.9% |
| 30D | -8.7% | -6.4% | -2.3% | -6.5% |
| 3M | -4.0% | +5.7% | -9.7% | -6.2% |
| 6M | -13.1% | -0.9% | -12.2% | -13.3% |
| YTD | -23.5% | +8.2% | -31.7% | -26.2% |
| 1Y | -27.2% | +13.4% | -40.6% | -31.1% |
| 3Y | -2.1% | +68.5% | -70.6% | -21.8% |
| 5Y | -40.8% | +97.2% | -137.9% | -56.8% |
| 10Y | -17.5% | +190.2% | -207.6% | -53.6% |
| All | +27.5% | +455.1% | -427.6% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling