+20.4%
KWEB vs OMC
+86.3%
-65.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -5.6% | -4.4% | -1.2% | -4.3% |
| 30D | -10.7% | -7.6% | -3.1% | -8.7% |
| 3M | -7.4% | +4.5% | -11.9% | -9.3% |
| 6M | -19.3% | -0.3% | -19.1% | -19.9% |
| YTD | -27.8% | -0.1% | -27.6% | -28.9% |
| 1Y | -35.9% | +4.6% | -40.6% | -38.3% |
| 3Y | -1.9% | +10.5% | -12.4% | -9.8% |
| 5Y | -43.2% | +31.7% | -74.9% | -51.4% |
| 10Y | -21.2% | +33.5% | -54.7% | -35.6% |
| All | +20.4% | +86.3% | -65.9% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling