-1.9%
KWEB vs IR
+4.8%
-6.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | -4.5% | -1.1% | -4.2% |
| 30D | -10.7% | -13.9% | +3.3% | -6.5% |
| 3M | -7.4% | -0.3% | -7.1% | -7.9% |
| 6M | -19.3% | -14.3% | -5.0% | -16.0% |
| YTD | -27.8% | -7.9% | -19.9% | -27.2% |
| 1Y | -35.9% | -9.9% | -26.0% | -35.0% |
| 3Y | -1.9% | +6.5% | -8.5% | -6.7% |
| All | -1.9% | +4.8% | -6.7% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling