-27.2%
KWEB vs LVS
-18.2%
-9.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -1.0% | -1.5% | +0.5% | -0.8% |
| 30D | -8.7% | -3.2% | -5.5% | -8.2% |
| 3M | -4.0% | -12.0% | +8.0% | -2.0% |
| 6M | -13.1% | -19.9% | +6.8% | -10.2% |
| YTD | -23.5% | -30.6% | +7.1% | -19.3% |
| 1Y | -27.2% | -17.7% | -9.4% | -24.1% |
| All | -27.2% | -18.2% | -9.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling