+19.6%
KWEB vs IVZ
+69.3%
-49.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -4.3% | -2.4% | -1.9% | -3.4% |
| 30D | -13.0% | +2.5% | -15.5% | -13.9% |
| 3M | -7.6% | +17.1% | -24.6% | -13.3% |
| 6M | -21.1% | +35.1% | -56.3% | -30.2% |
| YTD | -28.2% | +24.3% | -52.5% | -34.7% |
| 1Y | -34.9% | +48.7% | -83.5% | -44.7% |
| 3Y | -0.8% | +135.6% | -136.4% | -31.7% |
| 5Y | -43.6% | +60.3% | -103.9% | -56.1% |
| 10Y | -21.7% | +62.5% | -84.2% | -40.9% |
| All | +19.6% | +69.3% | -49.7% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling