-42.1%
KWEB vs LEN
-11.2%
-30.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.1% |
| 7D | -5.6% | -4.8% | -0.8% | -4.0% |
| 30D | -10.7% | -6.6% | -4.1% | -8.7% |
| 3M | -7.4% | -15.7% | +8.3% | -2.5% |
| 6M | -19.3% | -16.6% | -2.7% | -15.1% |
| YTD | -27.8% | -21.3% | -6.4% | -23.0% |
| 1Y | -35.9% | -42.0% | +6.1% | -23.8% |
| 3Y | -1.9% | -27.9% | +26.0% | -0.2% |
| All | -42.1% | -11.2% | -30.9% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling