-1.9%
KWEB vs GTLB
-10.9%
+9.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | -5.6% | -5.7% | +0.1% | -5.0% |
| 30D | -10.7% | +15.1% | -25.8% | -12.0% |
| 3M | -7.4% | +65.5% | -72.9% | -12.2% |
| 6M | -19.3% | +102.9% | -122.2% | -25.5% |
| YTD | -27.8% | +25.2% | -53.0% | -29.7% |
| 1Y | -35.9% | -5.5% | -30.4% | -35.7% |
| 3Y | -1.9% | -10.9% | +9.0% | -5.1% |
| All | -1.9% | -10.9% | +9.0% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling