-27.2%
KWEB vs LYV
+6.6%
-33.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.4% |
| 7D | -1.0% | -4.5% | +3.5% | -0.2% |
| 30D | -8.7% | -5.5% | -3.3% | -7.8% |
| 3M | -4.0% | +7.8% | -11.7% | -5.6% |
| 6M | -13.1% | +9.4% | -22.5% | -15.3% |
| YTD | -23.5% | +21.8% | -45.2% | -26.1% |
| 1Y | -27.2% | +6.5% | -33.6% | -27.8% |
| All | -27.2% | +6.6% | -33.8% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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