-22.5%
KWEB vs M
-3.0%
-19.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.1% | -0.5% |
| 7D | -5.6% | -4.2% | -1.4% | -5.0% |
| 30D | -10.7% | -7.2% | -3.5% | -9.8% |
| 3M | -7.4% | -11.1% | +3.7% | -6.0% |
| 6M | -19.3% | +28.8% | -48.1% | -22.8% |
| YTD | -27.8% | +2.0% | -29.8% | -28.6% |
| 1Y | -35.9% | +31.3% | -67.2% | -39.2% |
| 3Y | -1.9% | +119.1% | -121.0% | -17.0% |
| 5Y | -43.2% | +29.7% | -72.9% | -48.7% |
| All | -22.5% | -3.0% | -19.5% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling