+27.5%
KWEB vs LII
+528.8%
-501.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -8.7% | -12.6% | +3.9% | -4.9% |
| 3M | -4.0% | -24.4% | +20.5% | +3.0% |
| 6M | -13.1% | -28.7% | +15.6% | -5.5% |
| YTD | -23.5% | -19.1% | -4.3% | -20.7% |
| 1Y | -27.2% | -29.7% | +2.5% | -21.1% |
| 3Y | -2.1% | +4.8% | -6.9% | -12.9% |
| 5Y | -40.8% | +24.6% | -65.3% | -52.3% |
| 10Y | -17.5% | +169.2% | -186.7% | -56.6% |
| All | +27.5% | +528.8% | -501.3% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling