-42.1%
KWEB vs INCY
+69.3%
-111.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +1.0% |
| 7D | -5.6% | -4.2% | -1.4% | -4.7% |
| 30D | -10.7% | +0.6% | -11.3% | -10.8% |
| 3M | -7.4% | +12.6% | -20.1% | -10.2% |
| 6M | -19.3% | +28.3% | -47.6% | -24.2% |
| YTD | -27.8% | +23.0% | -50.7% | -31.7% |
| 1Y | -35.9% | +41.0% | -76.9% | -41.7% |
| 3Y | -1.9% | +88.6% | -90.5% | -20.8% |
| All | -42.1% | +69.3% | -111.3% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling