-1.2%
KWEB vs M
+106.8%
-108.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.8% |
| 7D | -3.6% | -4.1% | +0.5% | -3.1% |
| 30D | -14.9% | -13.6% | -1.3% | -13.4% |
| 3M | -5.4% | -2.3% | -3.1% | -5.4% |
| 6M | -18.9% | +21.9% | -40.8% | -21.2% |
| YTD | -27.2% | -0.6% | -26.6% | -27.7% |
| 1Y | -34.2% | +29.7% | -63.9% | -37.0% |
| All | -1.2% | +106.8% | -108.0% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling