-22.5%
KWEB vs IBB
+125.5%
-148.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -5.6% | -4.2% | -1.3% | -2.5% |
| 30D | -10.7% | +1.1% | -11.8% | -11.7% |
| 3M | -7.4% | +19.0% | -26.5% | -19.3% |
| 6M | -19.3% | +18.9% | -38.2% | -30.0% |
| YTD | -27.8% | +20.3% | -48.1% | -38.1% |
| 1Y | -35.9% | +41.5% | -77.4% | -51.7% |
| 3Y | -1.9% | +60.3% | -62.2% | -34.4% |
| 5Y | -43.2% | +18.7% | -61.9% | -52.6% |
| All | -22.5% | +125.5% | -148.0% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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