+21.3%
KWEB vs LEN
+178.5%
-157.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -3.6% | -3.4% | -0.2% | -2.6% |
| 30D | -14.9% | -5.7% | -9.2% | -13.6% |
| 3M | -5.4% | -12.2% | +6.8% | -2.5% |
| 6M | -18.9% | -18.3% | -0.6% | -14.8% |
| YTD | -27.2% | -20.2% | -7.0% | -23.5% |
| 1Y | -34.2% | -40.1% | +5.8% | -25.2% |
| 3Y | +0.6% | -26.2% | +26.8% | +4.6% |
| 5Y | -43.5% | -9.8% | -33.6% | -45.8% |
| 10Y | -20.6% | +109.1% | -129.7% | -45.2% |
| All | +21.3% | +178.5% | -157.2% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling