-22.5%
KWEB vs LUMN
-55.8%
+33.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.5% |
| 7D | -5.6% | +2.5% | -8.1% | -5.7% |
| 30D | -10.7% | +10.3% | -21.0% | -11.4% |
| 3M | -7.4% | -18.3% | +10.8% | -6.3% |
| 6M | -19.3% | +4.4% | -23.7% | -20.1% |
| YTD | -27.8% | -10.7% | -17.1% | -28.0% |
| 1Y | -35.9% | +14.0% | -49.9% | -37.6% |
| 3Y | -1.9% | +406.6% | -408.5% | -23.1% |
| 5Y | -43.2% | -36.8% | -6.4% | -44.3% |
| All | -22.5% | -55.8% | +33.3% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 10y: compounded portfolio wealth divided by compounded LUMN 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…
10y analysis · Full analysis span regression · 6 months rolling