+20.4%
KWEB vs IFF
+39.2%
-18.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -5.6% | -3.2% | -2.4% | -4.5% |
| 30D | -10.7% | -0.3% | -10.4% | -10.6% |
| 3M | -7.4% | +8.4% | -15.9% | -10.6% |
| 6M | -19.3% | +23.0% | -42.4% | -26.2% |
| YTD | -27.8% | +25.5% | -53.2% | -34.9% |
| 1Y | -35.9% | +29.1% | -65.0% | -43.1% |
| 3Y | -1.9% | +31.7% | -33.6% | -15.1% |
| 5Y | -43.2% | -35.2% | -8.0% | -37.3% |
| 10Y | -21.2% | -20.7% | -0.4% | -25.2% |
| All | +20.4% | +39.2% | -18.8% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling