-22.5%
KWEB vs LEN
+108.0%
-130.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.1% |
| 7D | -5.6% | -4.8% | -0.8% | -4.3% |
| 30D | -10.7% | -6.6% | -4.1% | -9.1% |
| 3M | -7.4% | -15.7% | +8.3% | -3.5% |
| 6M | -19.3% | -16.6% | -2.7% | -15.9% |
| YTD | -27.8% | -21.3% | -6.4% | -23.9% |
| 1Y | -35.9% | -42.0% | +6.1% | -26.7% |
| 3Y | -1.9% | -27.9% | +26.0% | +2.5% |
| 5Y | -43.2% | -10.7% | -32.5% | -45.4% |
| All | -22.5% | +108.0% | -130.5% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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