-27.2%
KWEB vs NOC
-10.0%
-17.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.2% |
| 7D | -1.0% | -5.2% | +4.2% | -0.5% |
| 30D | -8.7% | -7.2% | -1.5% | -8.1% |
| 3M | -4.0% | -5.1% | +1.1% | -3.6% |
| 6M | -13.1% | -31.1% | +17.9% | -8.9% |
| YTD | -23.5% | -8.6% | -14.9% | -23.7% |
| 1Y | -27.2% | -9.7% | -17.4% | -24.5% |
| All | -27.2% | -10.0% | -17.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling