-42.1%
KWEB vs IAG
+820.9%
-863.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | -5.6% | -1.1% | -4.5% | -5.4% |
| 30D | -10.7% | +12.1% | -22.8% | -12.3% |
| 3M | -7.4% | +25.5% | -32.9% | -11.1% |
| 6M | -19.3% | -7.1% | -12.2% | -19.5% |
| YTD | -27.8% | +22.9% | -50.6% | -31.3% |
| 1Y | -35.9% | +83.3% | -119.3% | -43.1% |
| 3Y | -1.9% | +808.5% | -810.5% | -36.4% |
| All | -42.1% | +820.9% | -863.0% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling