-19.3%
KWEB vs LULU
-40.9%
+21.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | -5.6% | -1.6% | -3.9% | -5.5% |
| 30D | -10.7% | -18.1% | +7.4% | -9.6% |
| 3M | -7.4% | -18.8% | +11.4% | -6.2% |
| 6M | -19.3% | -39.2% | +19.9% | -13.9% |
| All | -19.3% | -40.9% | +21.6% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling