-19.7%
KWEB vs IP
+19.1%
-38.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | -7.5% | -0.9% | -6.6% | -7.3% |
| 30D | -7.3% | +6.7% | -14.0% | -9.1% |
| 3M | -16.8% | -16.6% | -0.3% | -13.0% |
| 6M | -21.4% | +6.0% | -27.4% | -23.9% |
| YTD | -32.7% | -10.7% | -22.0% | -32.4% |
| 1Y | -38.2% | -6.7% | -31.5% | -38.8% |
| 3Y | -4.8% | +17.1% | -22.0% | -16.4% |
| 5Y | -47.1% | -14.6% | -32.6% | -49.2% |
| All | -19.7% | +19.1% | -38.8% | -30.8% |
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