-1.9%
KWEB vs LNT
+46.9%
-48.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -5.6% | -1.0% | -4.5% | -5.5% |
| 30D | -10.7% | -4.2% | -6.4% | -10.3% |
| 3M | -7.4% | -6.7% | -0.7% | -7.1% |
| 6M | -19.3% | -3.6% | -15.7% | -19.4% |
| YTD | -27.8% | +5.9% | -33.6% | -28.9% |
| 1Y | -35.9% | +7.3% | -43.2% | -37.1% |
| 3Y | -1.9% | +46.5% | -48.4% | -11.7% |
| All | -1.9% | +46.9% | -48.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 3y: compounded portfolio wealth divided by compounded LNT 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…
3y analysis · Full analysis span regression · 6 months rolling