+17.8%
KWEB vs GD
+470.3%
-452.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | +3.4% | -1.9% | +5.2% | +3.9% |
| 30D | -3.5% | +10.9% | -14.4% | -7.2% |
| 3M | -17.4% | -6.8% | -10.6% | -15.5% |
| 6M | -18.6% | +7.0% | -25.6% | -21.1% |
| YTD | -29.3% | +11.1% | -40.5% | -32.7% |
| 1Y | -35.9% | +7.0% | -43.0% | -38.2% |
| 3Y | -0.1% | +59.9% | -60.0% | -18.3% |
| 5Y | -41.2% | +102.5% | -143.6% | -57.6% |
| 10Y | -18.9% | +174.0% | -193.0% | -52.4% |
| All | +17.8% | +470.3% | -452.6% | -56.0% |
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