-42.1%
KWEB vs IWF
+73.7%
-115.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | 0.0% |
| 7D | -5.6% | -0.9% | -4.6% | -4.8% |
| 30D | -10.7% | -1.7% | -8.9% | -9.4% |
| 3M | -7.4% | +0.7% | -8.1% | -8.4% |
| 6M | -19.3% | +8.6% | -27.9% | -25.4% |
| YTD | -27.8% | +3.5% | -31.3% | -30.4% |
| 1Y | -35.9% | +7.0% | -43.0% | -40.0% |
| 3Y | -1.9% | +76.3% | -78.3% | -45.8% |
| All | -42.1% | +73.7% | -115.7% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling