-43.6%
KWEB vs IR
+35.0%
-78.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -4.3% | -3.1% | -1.2% | -3.0% |
| 30D | -13.0% | -14.0% | +1.0% | -7.1% |
| 3M | -7.6% | +3.7% | -11.3% | -10.0% |
| 6M | -21.1% | -15.4% | -5.8% | -16.2% |
| YTD | -28.2% | -7.7% | -20.6% | -27.5% |
| 1Y | -34.9% | -8.8% | -26.0% | -34.1% |
| 3Y | -0.8% | +5.6% | -6.4% | -12.8% |
| 5Y | -43.6% | +34.3% | -77.9% | -58.7% |
| All | -43.6% | +35.0% | -78.6% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling