+20.4%
KWEB vs NSC
+475.1%
-454.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -5.6% | -2.8% | -2.8% | -4.6% |
| 30D | -10.7% | -4.5% | -6.2% | -9.3% |
| 3M | -7.4% | +3.5% | -11.0% | -8.8% |
| 6M | -19.3% | +8.5% | -27.8% | -22.2% |
| YTD | -27.8% | +12.3% | -40.1% | -31.3% |
| 1Y | -35.9% | +18.9% | -54.9% | -40.4% |
| 3Y | -1.9% | +74.1% | -76.1% | -22.4% |
| 5Y | -43.2% | +43.9% | -87.1% | -52.5% |
| 10Y | -21.2% | +331.6% | -352.8% | -58.5% |
| All | +20.4% | +475.1% | -454.7% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling