-21.1%
KWEB vs IOT
+12.7%
-33.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | -4.3% | -0.8% | -3.5% | -4.2% |
| 30D | -13.0% | -4.7% | -8.3% | -12.7% |
| 3M | -7.6% | +17.8% | -25.3% | -9.3% |
| 6M | -21.1% | +16.8% | -38.0% | -21.8% |
| All | -21.1% | +12.7% | -33.8% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 6mo: compounded portfolio wealth divided by compounded IOT 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…
6mo analysis · Full analysis span regression · 6 months rolling