+20.4%
KWEB vs NOC
+603.1%
-582.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -5.6% | +0.8% | -6.3% | -5.7% |
| 30D | -10.7% | -9.7% | -1.0% | -9.4% |
| 3M | -7.4% | -5.6% | -1.8% | -6.8% |
| 6M | -19.3% | -28.6% | +9.3% | -15.5% |
| YTD | -27.8% | -7.9% | -19.9% | -27.2% |
| 1Y | -35.9% | -9.5% | -26.4% | -35.3% |
| 3Y | -1.9% | +28.4% | -30.3% | -7.5% |
| 5Y | -43.2% | +59.0% | -102.1% | -51.1% |
| 10Y | -21.2% | +191.3% | -212.4% | -51.2% |
| All | +20.4% | +603.1% | -582.7% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling