-43.5%
KWEB vs LII
+21.2%
-64.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.7% |
| 7D | -3.6% | +0.5% | -4.1% | -3.7% |
| 30D | -14.9% | -11.2% | -3.7% | -12.3% |
| 3M | -5.4% | -28.8% | +23.4% | +1.7% |
| 6M | -18.9% | -26.9% | +8.1% | -13.9% |
| YTD | -27.2% | -22.2% | -5.0% | -24.5% |
| 1Y | -34.2% | -32.0% | -2.3% | -29.2% |
| 3Y | +0.6% | -0.4% | +1.1% | -11.0% |
| 5Y | -43.5% | +22.4% | -65.9% | -55.4% |
| All | -43.5% | +21.2% | -64.6% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling