-42.1%
KWEB vs NRG
+194.8%
-236.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.4% |
| 7D | -5.6% | -4.7% | -0.9% | -4.8% |
| 30D | -10.7% | -6.0% | -4.7% | -9.8% |
| 3M | -7.4% | -8.0% | +0.5% | -7.0% |
| 6M | -19.3% | -23.2% | +3.8% | -16.7% |
| YTD | -27.8% | -28.1% | +0.3% | -24.7% |
| 1Y | -35.9% | -27.3% | -8.7% | -33.6% |
| 3Y | -1.9% | +208.7% | -210.6% | -29.2% |
| All | -42.1% | +194.8% | -236.9% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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