-20.6%
KWEB vs IP
+15.7%
-36.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.8% | -0.9% |
| 7D | -3.6% | -4.6% | +1.0% | -2.4% |
| 30D | -14.9% | -15.3% | +0.3% | -11.1% |
| 3M | -5.4% | +2.7% | -8.1% | -7.1% |
| 6M | -18.9% | -7.4% | -11.5% | -18.5% |
| YTD | -27.2% | -8.8% | -18.4% | -27.0% |
| 1Y | -34.2% | -22.4% | -11.8% | -31.2% |
| 3Y | +0.6% | +14.2% | -13.6% | -10.4% |
| 5Y | -43.5% | -21.8% | -21.7% | -44.2% |
| 10Y | -20.6% | +18.3% | -38.9% | -32.1% |
| All | -20.6% | +15.7% | -36.3% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling