-1.9%
KWEB vs GNRC
+61.6%
-63.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.3% | +0.2% |
| 7D | -5.6% | -0.2% | -5.4% | -5.5% |
| 30D | -10.7% | -15.7% | +5.1% | -8.1% |
| 3M | -7.4% | -27.3% | +19.9% | -2.9% |
| 6M | -19.3% | -12.1% | -7.3% | -19.5% |
| YTD | -27.8% | +37.1% | -64.9% | -35.5% |
| 1Y | -35.9% | -0.5% | -35.5% | -38.7% |
| 3Y | -1.9% | +61.5% | -63.5% | -13.1% |
| All | -1.9% | +61.6% | -63.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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