-27.2%
KWEB vs NTR
+43.1%
-70.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.0% |
| 7D | -1.0% | +8.1% | -9.1% | -1.1% |
| 30D | -8.7% | +18.8% | -27.5% | -9.0% |
| 3M | -4.0% | +16.2% | -20.2% | -4.4% |
| 6M | -13.1% | +9.8% | -22.9% | -14.0% |
| YTD | -23.5% | +30.9% | -54.4% | -26.4% |
| 1Y | -27.2% | +41.8% | -68.9% | -30.6% |
| All | -27.2% | +43.1% | -70.2% | -30.6% |
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