+17.8%
KWEB vs IP
+32.8%
-15.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +3.4% | 0.0% | +3.3% | +3.3% |
| 30D | -3.5% | +9.4% | -12.9% | -6.2% |
| 3M | -17.4% | -14.1% | -3.3% | -14.0% |
| 6M | -18.6% | +9.2% | -27.8% | -22.0% |
| YTD | -29.3% | -7.5% | -21.8% | -29.7% |
| 1Y | -35.9% | -2.8% | -33.1% | -37.3% |
| 3Y | -0.1% | +21.2% | -21.3% | -13.6% |
| 5Y | -41.2% | -11.5% | -29.7% | -44.0% |
| 10Y | -18.9% | +23.7% | -42.6% | -36.4% |
| All | +17.8% | +32.8% | -15.0% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling