-1.9%
KWEB vs GFS
-19.7%
+17.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -5.6% | +3.8% | -9.4% | -6.2% |
| 30D | -10.7% | -11.7% | +1.0% | -8.9% |
| 3M | -7.4% | -41.8% | +34.4% | +0.9% |
| 6M | -19.3% | +6.6% | -26.0% | -23.7% |
| YTD | -27.8% | +34.6% | -62.4% | -36.0% |
| 1Y | -35.9% | +46.2% | -82.1% | -44.6% |
| 3Y | -1.9% | -20.3% | +18.4% | -5.6% |
| All | -1.9% | -19.7% | +17.8% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling