+27.5%
KWEB vs IBB
+227.1%
-199.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.6% |
| 7D | -1.0% | +1.4% | -2.4% | -2.0% |
| 30D | -8.7% | +10.5% | -19.2% | -14.9% |
| 3M | -4.0% | +23.6% | -27.6% | -17.4% |
| 6M | -13.1% | +22.6% | -35.8% | -25.1% |
| YTD | -23.5% | +25.7% | -49.2% | -35.3% |
| 1Y | -27.2% | +51.4% | -78.5% | -46.0% |
| 3Y | -2.1% | +64.4% | -66.5% | -32.5% |
| 5Y | -40.8% | +22.1% | -62.9% | -50.3% |
| 10Y | -17.5% | +132.5% | -149.9% | -52.5% |
| All | +27.5% | +227.1% | -199.6% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling