-22.5%
KWEB vs OMC
+34.2%
-56.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -5.6% | -4.4% | -1.2% | -4.5% |
| 30D | -10.7% | -7.6% | -3.1% | -9.0% |
| 3M | -7.4% | +4.5% | -11.9% | -9.0% |
| 6M | -19.3% | -0.3% | -19.1% | -19.8% |
| YTD | -27.8% | -0.1% | -27.6% | -28.7% |
| 1Y | -35.9% | +4.6% | -40.6% | -37.9% |
| 3Y | -1.9% | +10.5% | -12.4% | -8.6% |
| 5Y | -43.2% | +31.7% | -74.9% | -49.8% |
| All | -22.5% | +34.2% | -56.7% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling