-43.6%
KWEB vs M
+13.6%
-57.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -0.3% |
| 7D | -4.3% | -8.8% | +4.5% | -2.4% |
| 30D | -13.0% | -16.4% | +3.4% | -9.6% |
| 3M | -7.6% | -10.8% | +3.2% | -5.7% |
| 6M | -21.1% | +16.1% | -37.3% | -24.4% |
| YTD | -28.2% | -5.3% | -23.0% | -28.4% |
| 1Y | -34.9% | +24.9% | -59.7% | -39.3% |
| 3Y | -0.8% | +97.5% | -98.3% | -24.2% |
| 5Y | -43.6% | +20.4% | -63.9% | -47.3% |
| All | -43.6% | +13.6% | -57.2% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling