-22.5%
KWEB vs IWD
+203.8%
-226.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.1% |
| 7D | -5.6% | -0.8% | -4.8% | -4.9% |
| 30D | -10.7% | -0.8% | -9.8% | -10.0% |
| 3M | -7.4% | +6.9% | -14.3% | -12.7% |
| 6M | -19.3% | +18.3% | -37.6% | -30.3% |
| YTD | -27.8% | +22.4% | -50.1% | -39.3% |
| 1Y | -35.9% | +27.4% | -63.4% | -48.0% |
| 3Y | -1.9% | +71.2% | -73.1% | -38.3% |
| 5Y | -43.2% | +75.7% | -118.9% | -64.5% |
| All | -22.5% | +203.8% | -226.3% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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