-35.9%
KWEB vs NSC
+19.9%
-55.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | -5.6% | -2.8% | -2.8% | -5.4% |
| 30D | -10.7% | -4.5% | -6.2% | -10.4% |
| 3M | -7.4% | +3.5% | -11.0% | -8.0% |
| 6M | -19.3% | +8.5% | -27.8% | -20.4% |
| YTD | -27.8% | +12.3% | -40.1% | -29.4% |
| 1Y | -35.9% | +18.9% | -54.9% | -35.5% |
| All | -35.9% | +19.9% | -55.8% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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