-22.5%
KWEB vs IRM
+440.8%
-463.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | +0.2% |
| 7D | -5.6% | -1.4% | -4.1% | -5.2% |
| 30D | -10.7% | -7.4% | -3.3% | -9.2% |
| 3M | -7.4% | -7.4% | -0.1% | -6.2% |
| 6M | -19.3% | +8.7% | -28.0% | -21.5% |
| YTD | -27.8% | +40.9% | -68.7% | -34.2% |
| 1Y | -35.9% | +20.5% | -56.5% | -39.6% |
| 3Y | -1.9% | +101.7% | -103.6% | -20.8% |
| 5Y | -43.2% | +197.7% | -240.8% | -58.6% |
| All | -22.5% | +440.8% | -463.3% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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