-21.1%
KWEB vs GIS
-13.7%
-7.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -1.0% |
| 7D | -4.3% | -8.4% | +4.1% | -3.5% |
| 30D | -13.0% | -5.2% | -7.8% | -12.6% |
| 3M | -7.6% | +8.2% | -15.7% | -8.6% |
| 6M | -21.1% | -12.0% | -9.1% | -17.3% |
| All | -21.1% | -13.7% | -7.4% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling