-41.3%
KWEB vs LUNR
+48.7%
-90.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | -5.6% | -3.1% | -2.5% | -5.5% |
| 30D | -10.7% | -15.3% | +4.7% | -10.5% |
| 3M | -7.4% | -53.2% | +45.8% | -6.4% |
| 6M | -19.3% | -22.2% | +2.9% | -19.3% |
| YTD | -27.8% | -11.6% | -16.2% | -28.0% |
| 1Y | -35.9% | +68.4% | -104.4% | -36.7% |
| 3Y | -1.9% | +216.8% | -218.7% | -3.8% |
| All | -41.3% | +48.7% | -90.0% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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