-1.9%
KWEB vs JBL
+195.4%
-197.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.4% | -0.3% |
| 7D | -5.6% | +2.4% | -8.0% | -6.0% |
| 30D | -10.7% | -13.1% | +2.4% | -8.5% |
| 3M | -7.4% | -15.6% | +8.2% | -5.0% |
| 6M | -19.3% | +24.6% | -43.9% | -23.9% |
| YTD | -27.8% | +39.6% | -67.4% | -33.5% |
| 1Y | -35.9% | +48.6% | -84.6% | -42.0% |
| 3Y | -1.9% | +197.3% | -199.2% | -23.4% |
| All | -1.9% | +195.4% | -197.4% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling