-22.5%
KWEB vs IWF
+422.7%
-445.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.1% |
| 7D | -5.6% | -0.9% | -4.6% | -4.7% |
| 30D | -10.7% | -1.7% | -8.9% | -9.3% |
| 3M | -7.4% | +0.7% | -8.1% | -8.5% |
| 6M | -19.3% | +8.6% | -27.9% | -25.7% |
| YTD | -27.8% | +3.5% | -31.3% | -30.5% |
| 1Y | -35.9% | +7.0% | -43.0% | -40.2% |
| 3Y | -1.9% | +76.3% | -78.3% | -45.3% |
| 5Y | -43.2% | +74.8% | -117.9% | -67.8% |
| All | -22.5% | +422.7% | -445.2% | -87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling