-27.0%
KWEB vs IOT
+54.1%
-81.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -5.6% | -4.5% | -1.0% | -4.6% |
| 30D | -10.7% | -2.4% | -8.2% | -10.4% |
| 3M | -7.4% | +19.0% | -26.4% | -11.6% |
| 6M | -19.3% | +19.6% | -39.0% | -24.0% |
| YTD | -27.8% | +8.3% | -36.0% | -31.2% |
| 1Y | -35.9% | -0.8% | -35.1% | -38.0% |
| 3Y | -1.9% | +24.4% | -26.3% | -18.2% |
| All | -27.0% | +54.1% | -81.1% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling