-23.0%
KWEB vs LII
+170.6%
-193.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.1% |
| 7D | -4.3% | -3.5% | -0.8% | -3.3% |
| 30D | -13.0% | -13.5% | +0.5% | -9.4% |
| 3M | -7.6% | -26.0% | +18.4% | -1.0% |
| 6M | -21.1% | -26.8% | +5.7% | -15.7% |
| YTD | -28.2% | -22.9% | -5.4% | -24.9% |
| 1Y | -34.9% | -32.6% | -2.3% | -29.1% |
| 3Y | -0.8% | -1.3% | +0.5% | -9.0% |
| 5Y | -43.6% | +23.1% | -66.6% | -53.8% |
| All | -23.0% | +170.6% | -193.6% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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