-22.5%
KWEB vs LYV
+564.6%
-587.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -5.6% | -1.9% | -3.6% | -5.0% |
| 30D | -10.7% | -8.2% | -2.5% | -8.5% |
| 3M | -7.4% | -1.3% | -6.1% | -7.3% |
| 6M | -19.3% | +2.6% | -21.9% | -20.3% |
| YTD | -27.8% | +19.4% | -47.2% | -31.8% |
| 1Y | -35.9% | -2.2% | -33.7% | -36.3% |
| 3Y | -1.9% | +106.0% | -108.0% | -22.7% |
| 5Y | -43.2% | +97.7% | -140.8% | -55.4% |
| All | -22.5% | +564.6% | -587.2% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling