-22.5%
KWEB vs JBL
+1,558.3%
-1,580.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.4% | -1.2% |
| 7D | -5.6% | +2.4% | -8.0% | -6.4% |
| 30D | -10.7% | -13.1% | +2.4% | -6.4% |
| 3M | -7.4% | -15.6% | +8.2% | -3.0% |
| 6M | -19.3% | +24.6% | -43.9% | -27.9% |
| YTD | -27.8% | +39.6% | -67.4% | -38.6% |
| 1Y | -35.9% | +48.6% | -84.6% | -47.4% |
| 3Y | -1.9% | +197.3% | -199.2% | -44.1% |
| 5Y | -43.2% | +413.0% | -456.2% | -75.3% |
| All | -22.5% | +1,558.3% | -1,580.8% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling