+19.6%
KWEB vs GIS
+8.5%
+11.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -1.2% |
| 7D | -4.3% | -8.4% | +4.1% | -3.8% |
| 30D | -13.0% | -5.2% | -7.8% | -12.7% |
| 3M | -7.6% | +8.2% | -15.7% | -8.1% |
| 6M | -21.1% | -12.0% | -9.1% | -20.6% |
| YTD | -28.2% | -18.9% | -9.3% | -27.5% |
| 1Y | -34.9% | -23.6% | -11.2% | -33.9% |
| 3Y | -0.8% | -37.6% | +36.8% | +2.0% |
| 5Y | -43.6% | -25.2% | -18.4% | -44.0% |
| 10Y | -21.7% | -19.3% | -2.3% | -23.1% |
| All | +19.6% | +8.5% | +11.1% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling