-27.2%
KWEB vs ITW
+5.8%
-32.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -1.0% | -3.6% | +2.5% | -0.6% |
| 30D | -8.7% | -9.1% | +0.4% | -7.6% |
| 3M | -4.0% | +8.2% | -12.2% | -5.2% |
| 6M | -13.1% | -4.8% | -8.4% | -13.2% |
| YTD | -23.5% | +11.0% | -34.5% | -24.9% |
| 1Y | -27.2% | +4.2% | -31.4% | -28.6% |
| All | -27.2% | +5.8% | -32.9% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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