-42.1%
KWEB vs GIS
-25.1%
-17.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.6% |
| 7D | -5.6% | -6.4% | +0.8% | -6.0% |
| 30D | -10.7% | -6.1% | -4.6% | -11.1% |
| 3M | -7.4% | +7.8% | -15.3% | -6.6% |
| 6M | -19.3% | -8.8% | -10.5% | -20.0% |
| YTD | -27.8% | -19.1% | -8.6% | -29.2% |
| 1Y | -35.9% | -24.8% | -11.2% | -37.5% |
| 3Y | -1.9% | -37.6% | +35.6% | -5.7% |
| All | -42.1% | -25.1% | -17.0% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling