+27.5%
KWEB vs M
-21.2%
+48.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.6% |
| 7D | -1.0% | +4.7% | -5.8% | -1.7% |
| 30D | -8.7% | -9.6% | +0.9% | -7.4% |
| 3M | -4.0% | +0.9% | -4.8% | -4.4% |
| 6M | -13.1% | +22.3% | -35.4% | -16.2% |
| YTD | -23.5% | +6.5% | -30.0% | -24.9% |
| 1Y | -27.2% | +38.8% | -65.9% | -31.5% |
| 3Y | -2.1% | +115.9% | -118.0% | -17.1% |
| 5Y | -40.8% | +28.6% | -69.4% | -46.8% |
| 10Y | -17.5% | -2.5% | -14.9% | -27.9% |
| All | +27.5% | -21.2% | +48.7% | +15.6% |
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