-27.2%
KWEB vs IWF
+10.9%
-38.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.0% | +0.5% | -1.6% | -1.4% |
| 30D | -8.7% | -0.4% | -8.3% | -8.5% |
| 3M | -4.0% | -2.6% | -1.4% | -1.6% |
| 6M | -13.1% | +9.1% | -22.3% | -20.2% |
| YTD | -23.5% | +4.5% | -28.0% | -26.6% |
| 1Y | -27.2% | +10.1% | -37.2% | -29.4% |
| All | -27.2% | +10.9% | -38.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling