-41.6%
KWEB vs GTLB
-49.8%
+8.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.8% |
| 7D | -4.3% | -4.1% | -0.2% | -3.5% |
| 30D | -13.0% | +12.3% | -25.3% | -15.2% |
| 3M | -7.6% | +65.9% | -73.5% | -16.9% |
| 6M | -21.1% | +104.0% | -125.1% | -32.9% |
| YTD | -28.2% | +26.0% | -54.3% | -33.1% |
| 1Y | -34.9% | -3.5% | -31.4% | -36.3% |
| 3Y | -0.8% | -9.6% | +8.9% | -8.6% |
| All | -41.6% | -49.8% | +8.2% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling