-22.5%
KWEB vs IAU
+220.2%
-242.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -5.6% | -2.0% | -3.6% | -4.9% |
| 30D | -10.7% | -1.5% | -9.1% | -10.3% |
| 3M | -7.4% | +3.3% | -10.7% | -8.6% |
| 6M | -19.3% | -16.2% | -3.1% | -14.7% |
| YTD | -27.8% | +0.7% | -28.4% | -28.5% |
| 1Y | -35.9% | +19.2% | -55.2% | -40.4% |
| 3Y | -1.9% | +124.4% | -126.3% | -27.8% |
| 5Y | -43.2% | +140.0% | -183.2% | -59.5% |
| All | -22.5% | +220.2% | -242.7% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling