+12.2%
KWEB vs M
-14.9%
+27.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -7.8% | +7.0% | -14.9% | -8.8% |
| 30D | -6.4% | +8.9% | -15.4% | -7.8% |
| 3M | -14.6% | +4.5% | -19.1% | -15.4% |
| 6M | -25.0% | +36.2% | -61.2% | -29.0% |
| YTD | -32.7% | +15.1% | -47.8% | -34.8% |
| 1Y | -37.3% | +27.4% | -64.8% | -40.4% |
| 3Y | -5.9% | +160.1% | -166.0% | -22.7% |
| 5Y | -47.1% | -1.6% | -45.5% | -51.4% |
| 10Y | -22.3% | -7.7% | -14.6% | -31.4% |
| All | +12.2% | -14.9% | +27.1% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling