+19.6%
KWEB vs IT
+181.3%
-161.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -4.3% | -12.7% | +8.4% | -0.6% |
| 30D | -13.0% | -8.9% | -4.1% | -11.0% |
| 3M | -7.6% | +10.1% | -17.7% | -11.9% |
| 6M | -21.1% | +7.3% | -28.4% | -25.1% |
| YTD | -28.2% | -32.4% | +4.1% | -21.9% |
| 1Y | -34.9% | -26.6% | -8.2% | -31.6% |
| 3Y | -0.8% | -51.8% | +51.1% | +15.7% |
| 5Y | -43.6% | -45.6% | +2.0% | -38.4% |
| 10Y | -21.7% | +92.4% | -114.1% | -53.5% |
| All | +19.6% | +181.3% | -161.7% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling