+27.5%
KWEB vs IP
+40.8%
-13.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.4% |
| 7D | -1.0% | -5.3% | +4.2% | +0.5% |
| 30D | -8.7% | -10.9% | +2.1% | -5.8% |
| 3M | -4.0% | +11.2% | -15.1% | -7.9% |
| 6M | -13.1% | -10.2% | -2.9% | -11.8% |
| YTD | -23.5% | -2.0% | -21.5% | -24.9% |
| 1Y | -27.2% | -19.1% | -8.1% | -24.5% |
| 3Y | -2.1% | +20.9% | -23.0% | -14.7% |
| 5Y | -40.8% | -17.8% | -23.0% | -42.1% |
| 10Y | -17.5% | +23.5% | -41.0% | -34.6% |
| All | +27.5% | +40.8% | -13.3% | -7.7% |
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