+27.5%
KWEB vs IWD
+285.4%
-257.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.6% |
| 7D | -1.0% | -0.3% | -0.8% | -0.8% |
| 30D | -8.7% | +0.6% | -9.3% | -9.2% |
| 3M | -4.0% | +7.2% | -11.2% | -10.1% |
| 6M | -13.1% | +16.2% | -29.3% | -24.4% |
| YTD | -23.5% | +23.3% | -46.8% | -36.8% |
| 1Y | -27.2% | +29.6% | -56.7% | -42.5% |
| 3Y | -2.1% | +70.5% | -72.6% | -39.9% |
| 5Y | -40.8% | +73.5% | -114.3% | -63.7% |
| 10Y | -17.5% | +198.3% | -215.8% | -70.2% |
| All | +27.5% | +285.4% | -257.9% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling