-5.9%
KWEB vs IBB
+86.1%
-92.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -7.8% | -0.5% | -7.3% | -7.6% |
| 30D | -6.4% | +4.6% | -11.0% | -8.7% |
| 3M | -14.6% | +6.8% | -21.4% | -17.7% |
| 6M | -25.0% | +23.1% | -48.1% | -33.0% |
| YTD | -32.7% | +26.0% | -58.7% | -40.7% |
| 1Y | -37.3% | +30.4% | -67.7% | -46.0% |
| 3Y | -5.9% | +85.4% | -91.3% | -37.9% |
| All | -5.9% | +86.1% | -92.0% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling