-33.9%
KWEB vs IT
-17.9%
-16.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +4.4% |
| 7D | +5.8% | -5.5% | +11.2% | +5.9% |
| 30D | -1.0% | +10.3% | -11.3% | -1.4% |
| 3M | -15.8% | +11.5% | -27.3% | -16.3% |
| 6M | -14.9% | +40.3% | -55.2% | -16.1% |
| YTD | -28.6% | -17.9% | -10.7% | -31.9% |
| 1Y | -33.9% | -8.8% | -25.1% | -36.5% |
| All | -33.9% | -17.9% | -16.0% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling