-33.9%
KWEB vs GIS
-17.8%
-16.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.2% | -0.7% | +4.6% |
| 7D | +5.8% | +8.5% | -2.7% | +6.1% |
| 30D | -1.0% | +15.3% | -16.3% | -0.2% |
| 3M | -15.8% | +0.9% | -16.8% | -15.6% |
| 6M | -14.9% | +7.9% | -22.9% | -13.9% |
| YTD | -28.6% | -17.6% | -11.0% | -32.6% |
| 1Y | -33.9% | -17.4% | -16.6% | -37.5% |
| All | -33.9% | -17.8% | -16.1% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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