-42.1%
KWEB vs NYT
+38.8%
-80.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -5.6% | -0.6% | -5.0% | -5.4% |
| 30D | -10.7% | +4.6% | -15.3% | -12.2% |
| 3M | -7.4% | -9.6% | +2.2% | -4.4% |
| 6M | -19.3% | -14.0% | -5.3% | -15.4% |
| YTD | -27.8% | -2.8% | -24.9% | -28.4% |
| 1Y | -35.9% | +15.6% | -51.5% | -41.3% |
| 3Y | -1.9% | +56.3% | -58.2% | -25.1% |
| All | -42.1% | +38.8% | -80.9% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling