-1.9%
KWEB vs NUE
+61.7%
-63.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -5.6% | -0.6% | -4.9% | -5.4% |
| 30D | -10.7% | -4.6% | -6.1% | -9.8% |
| 3M | -7.4% | -0.3% | -7.1% | -7.7% |
| 6M | -19.3% | +51.9% | -71.2% | -27.9% |
| YTD | -27.8% | +60.0% | -87.7% | -36.4% |
| 1Y | -35.9% | +82.9% | -118.8% | -45.6% |
| 3Y | -1.9% | +66.0% | -67.9% | -21.9% |
| All | -1.9% | +61.7% | -63.6% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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