-1.9%
KWEB vs NTR
+36.8%
-38.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -5.6% | -1.3% | -4.3% | -5.3% |
| 30D | -10.7% | +16.8% | -27.5% | -14.0% |
| 3M | -7.4% | +20.7% | -28.2% | -11.8% |
| 6M | -19.3% | +0.5% | -19.9% | -19.9% |
| YTD | -27.8% | +29.2% | -56.9% | -34.3% |
| 1Y | -35.9% | +39.6% | -75.5% | -43.7% |
| 3Y | -1.9% | +37.9% | -39.8% | -18.4% |
| All | -1.9% | +36.8% | -38.7% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling