-22.5%
KWEB vs IDXX
+360.5%
-383.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -5.6% | -5.7% | +0.2% | -3.3% |
| 30D | -10.7% | -11.5% | +0.9% | -6.2% |
| 3M | -7.4% | -9.5% | +2.1% | -4.0% |
| 6M | -19.3% | -16.0% | -3.4% | -14.1% |
| YTD | -27.8% | -25.4% | -2.4% | -19.5% |
| 1Y | -35.9% | -21.8% | -14.2% | -30.7% |
| 3Y | -1.9% | +7.0% | -9.0% | -13.2% |
| 5Y | -43.2% | -26.0% | -17.2% | -42.0% |
| All | -22.5% | +360.5% | -383.0% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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