-1.9%
KWEB vs IVZ
+134.7%
-136.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -5.6% | -2.4% | -3.2% | -4.8% |
| 30D | -10.7% | +3.0% | -13.7% | -11.6% |
| 3M | -7.4% | +14.9% | -22.3% | -11.9% |
| 6M | -19.3% | +36.7% | -56.1% | -27.9% |
| YTD | -27.8% | +25.7% | -53.4% | -33.8% |
| 1Y | -35.9% | +47.7% | -83.6% | -44.6% |
| 3Y | -1.9% | +138.8% | -140.8% | -32.3% |
| All | -1.9% | +134.7% | -136.6% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling