-1.9%
KWEB vs LULU
-75.0%
+73.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -5.6% | -1.6% | -3.9% | -5.3% |
| 30D | -10.7% | -18.1% | +7.4% | -8.3% |
| 3M | -7.4% | -18.8% | +11.4% | -5.0% |
| 6M | -19.3% | -39.2% | +19.9% | -13.3% |
| YTD | -27.8% | -52.4% | +24.6% | -19.2% |
| 1Y | -35.9% | -40.3% | +4.4% | -31.3% |
| 3Y | -1.9% | -75.1% | +73.2% | +15.4% |
| All | -1.9% | -75.0% | +73.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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