-33.9%
KWEB vs M
+36.6%
-70.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.6% | -3.2% | +3.7% |
| 7D | +5.8% | +8.3% | -2.5% | +4.9% |
| 30D | -1.0% | +14.2% | -15.1% | -2.4% |
| 3M | -15.8% | -1.1% | -14.7% | -16.1% |
| 6M | -14.9% | +36.6% | -51.5% | -17.6% |
| YTD | -28.6% | +19.8% | -48.4% | -30.3% |
| 1Y | -33.9% | +37.2% | -71.1% | -37.3% |
| All | -33.9% | +36.6% | -70.5% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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