-33.9%
KWEB vs GFS
+15.5%
-49.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.9% | +10.4% | +4.8% |
| 7D | +5.8% | -12.5% | +18.3% | +6.6% |
| 30D | -1.0% | -16.9% | +16.0% | 0.0% |
| 3M | -15.8% | -22.3% | +6.4% | -14.8% |
| 6M | -14.9% | -40.2% | +25.3% | -12.9% |
| YTD | -28.6% | +16.0% | -44.6% | -35.1% |
| 1Y | -33.9% | +17.7% | -51.6% | -40.2% |
| All | -33.9% | +15.5% | -49.4% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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