+20.4%
KWEB vs NYT
+514.2%
-493.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.1% |
| 3M | -7.4% | -9.6% | +2.2% | -4.7% |
| 6M | -19.3% | -14.0% | -5.3% | -15.8% |
| YTD | -27.8% | -2.8% | -24.9% | -28.1% |
| 1Y | -35.9% | +15.6% | -51.5% | -40.3% |
| 3Y | -1.9% | +56.3% | -58.2% | -20.1% |
| 5Y | -43.2% | +39.5% | -82.7% | -53.2% |
| 10Y | -21.2% | +488.0% | -509.2% | -62.2% |
| All | +20.4% | +514.2% | -493.8% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling