-1.9%
KWEB vs GFI
+296.4%
-298.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -5.6% | -2.7% | -2.9% | -5.2% |
| 30D | -10.7% | +13.2% | -23.9% | -12.2% |
| 3M | -7.4% | +28.5% | -35.9% | -10.8% |
| 6M | -19.3% | -6.2% | -13.1% | -19.3% |
| YTD | -27.8% | +8.7% | -36.5% | -29.2% |
| 1Y | -35.9% | +24.8% | -60.8% | -38.5% |
| 3Y | -1.9% | +298.0% | -300.0% | -22.2% |
| All | -1.9% | +296.4% | -298.4% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling