-33.9%
KWEB vs JBL
+20.8%
-54.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.8% | +9.3% | +5.0% |
| 7D | +5.8% | -11.1% | +16.9% | +7.3% |
| 30D | -1.0% | -14.1% | +13.1% | +0.8% |
| 3M | -15.8% | -23.9% | +8.1% | -13.1% |
| 6M | -14.9% | -24.1% | +9.2% | -13.0% |
| YTD | -28.6% | +13.5% | -42.1% | -34.1% |
| 1Y | -33.9% | +23.7% | -57.7% | -40.5% |
| All | -33.9% | +20.8% | -54.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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