+21.3%
KWEB vs IRM
+840.2%
-818.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | -3.6% | +3.0% | -6.6% | -4.3% |
| 30D | -14.9% | -5.2% | -9.7% | -13.9% |
| 3M | -5.4% | -8.0% | +2.6% | -3.9% |
| 6M | -18.9% | +9.2% | -28.0% | -21.2% |
| YTD | -27.2% | +41.0% | -68.2% | -33.9% |
| 1Y | -34.2% | +23.3% | -57.5% | -38.4% |
| 3Y | +0.6% | +102.8% | -102.2% | -19.3% |
| 5Y | -43.5% | +192.8% | -236.3% | -59.2% |
| 10Y | -20.6% | +439.6% | -460.2% | -53.4% |
| All | +21.3% | +840.2% | -818.9% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling