+21.3%
KWEB vs KIM
+93.3%
-72.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -3.6% | -1.0% | -2.6% | -3.4% |
| 30D | -14.9% | -1.1% | -13.8% | -14.7% |
| 3M | -5.4% | -5.3% | -0.1% | -4.4% |
| 6M | -18.9% | +3.9% | -22.8% | -19.7% |
| YTD | -27.2% | +20.3% | -47.5% | -30.3% |
| 1Y | -34.2% | +10.4% | -44.7% | -35.9% |
| 3Y | +0.6% | +46.3% | -45.7% | -8.7% |
| 5Y | -43.5% | +37.6% | -81.1% | -48.0% |
| 10Y | -20.6% | +34.5% | -55.1% | -25.8% |
| All | +21.3% | +93.3% | -72.1% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 all: compounded portfolio wealth divided by compounded KIM 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…
all analysis · Full analysis span regression · 6 months rolling