-1.9%
KWEB vs INCY
+89.7%
-91.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.8% |
| 7D | -5.6% | -4.2% | -1.4% | -5.1% |
| 30D | -10.7% | +0.6% | -11.3% | -10.7% |
| 3M | -7.4% | +12.6% | -20.1% | -8.9% |
| 6M | -19.3% | +28.3% | -47.6% | -21.9% |
| YTD | -27.8% | +23.0% | -50.7% | -29.8% |
| 1Y | -35.9% | +41.0% | -76.9% | -38.9% |
| 3Y | -1.9% | +88.6% | -90.5% | -19.1% |
| All | -1.9% | +89.7% | -91.6% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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