-22.5%
KWEB vs ITW
+194.8%
-217.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.1% |
| 7D | -5.6% | -0.7% | -4.8% | -5.2% |
| 30D | -10.7% | -8.3% | -2.4% | -7.1% |
| 3M | -7.4% | +6.0% | -13.4% | -10.2% |
| 6M | -19.3% | 0.0% | -19.3% | -19.8% |
| YTD | -27.8% | +10.2% | -38.0% | -31.7% |
| 1Y | -35.9% | +3.2% | -39.2% | -37.7% |
| 3Y | -1.9% | +21.0% | -22.9% | -12.1% |
| 5Y | -43.2% | +37.9% | -81.1% | -52.5% |
| All | -22.5% | +194.8% | -217.3% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling