-1.9%
KWEB vs IFF
+29.0%
-30.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -5.6% | -3.2% | -2.4% | -4.7% |
| 30D | -10.7% | -0.3% | -10.4% | -10.6% |
| 3M | -7.4% | +8.4% | -15.9% | -9.9% |
| 6M | -19.3% | +23.0% | -42.4% | -24.9% |
| YTD | -27.8% | +25.5% | -53.2% | -33.8% |
| 1Y | -35.9% | +29.1% | -65.0% | -42.0% |
| 3Y | -1.9% | +31.7% | -33.6% | -11.2% |
| All | -1.9% | +29.0% | -30.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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