-35.3%
KWEB vs IR
+271.1%
-306.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | -4.5% | -1.1% | -4.1% |
| 30D | -10.7% | -13.9% | +3.3% | -6.2% |
| 3M | -7.4% | -0.3% | -7.1% | -7.8% |
| 6M | -19.3% | -14.3% | -5.0% | -15.9% |
| YTD | -27.8% | -7.9% | -19.9% | -26.9% |
| 1Y | -35.9% | -9.9% | -26.0% | -34.8% |
| 3Y | -1.9% | +6.5% | -8.5% | -7.5% |
| 5Y | -43.2% | +34.0% | -77.2% | -50.9% |
| All | -35.3% | +271.1% | -306.4% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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