-33.9%
KWEB vs GTLB
+6.1%
-40.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +5.8% | -9.7% | +15.4% | +6.2% |
| 30D | -1.0% | +1.7% | -2.7% | -1.1% |
| 3M | -15.8% | +43.6% | -59.4% | -17.0% |
| 6M | -14.9% | +113.0% | -127.9% | -16.8% |
| YTD | -28.6% | +39.5% | -68.1% | -27.8% |
| 1Y | -33.9% | +12.6% | -46.6% | -32.0% |
| All | -33.9% | +6.1% | -40.0% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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