-33.2%
KWEB vs NTR
+37.3%
-70.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +8.6% | +5.4% | +3.2% | +8.8% |
| 30D | +0.9% | +1.4% | -0.5% | +0.9% |
| 3M | -13.2% | +8.7% | -22.0% | -13.2% |
| 6M | -13.2% | -4.9% | -8.3% | -13.4% |
| YTD | -27.3% | +19.8% | -47.1% | -29.3% |
| 1Y | -33.2% | +37.0% | -70.2% | -38.0% |
| All | -33.2% | +37.3% | -70.5% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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