-19.6%
KWEB vs IWD
+203.0%
-222.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -7.8% | +2.3% | -10.1% | -9.7% |
| 30D | -6.4% | +3.6% | -10.0% | -9.4% |
| 3M | -14.6% | +2.2% | -16.8% | -16.3% |
| 6M | -25.0% | +13.0% | -38.0% | -32.8% |
| YTD | -32.7% | +26.5% | -59.2% | -45.2% |
| 1Y | -37.3% | +30.1% | -67.5% | -50.2% |
| 3Y | -5.9% | +84.9% | -90.8% | -44.7% |
| 5Y | -47.1% | +73.4% | -120.5% | -66.8% |
| All | -19.6% | +203.0% | -222.6% | -66.6% |
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