-34.8%
KWEB vs IR
+274.4%
-309.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.6% |
| 7D | -3.6% | -1.9% | -1.7% | -3.0% |
| 30D | -14.9% | -15.0% | +0.1% | -10.2% |
| 3M | -5.4% | -0.4% | -5.0% | -5.9% |
| 6M | -18.9% | -15.0% | -3.8% | -15.2% |
| YTD | -27.2% | -7.1% | -20.2% | -26.5% |
| 1Y | -34.2% | -7.5% | -26.7% | -33.7% |
| 3Y | +0.6% | +6.3% | -5.7% | -5.0% |
| 5Y | -43.5% | +37.3% | -80.8% | -51.5% |
| All | -34.8% | +274.4% | -309.2% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling