-38.3%
KWEB vs LTH
+156.3%
-194.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.9% | -2.2% |
| 7D | -1.3% | +1.5% | -2.8% | -1.7% |
| 30D | -11.5% | -3.1% | -8.5% | -10.9% |
| 3M | -2.9% | +28.1% | -31.0% | -9.8% |
| 6M | -14.6% | +67.4% | -82.0% | -27.0% |
| YTD | -25.5% | +59.8% | -85.3% | -35.7% |
| 1Y | -31.1% | +45.6% | -76.7% | -39.1% |
| 3Y | +3.0% | +162.0% | -159.0% | -27.4% |
| All | -38.3% | +156.3% | -194.6% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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