-22.5%
KWEB vs IEF
+3.8%
-26.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.6% |
| 7D | -5.6% | -1.3% | -4.2% | -5.8% |
| 30D | -10.7% | -1.7% | -8.9% | -11.0% |
| 3M | -7.4% | -2.5% | -4.9% | -7.9% |
| 6M | -19.3% | -3.3% | -16.1% | -19.9% |
| YTD | -27.8% | -2.8% | -24.9% | -28.2% |
| 1Y | -35.9% | -2.7% | -33.2% | -36.3% |
| 3Y | -1.9% | +8.9% | -10.8% | +0.3% |
| 5Y | -43.2% | -9.4% | -33.8% | -51.7% |
| All | -22.5% | +3.8% | -26.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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