-27.2%
KWEB vs OSCR
+75.7%
-102.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.0% | +5.8% | -6.9% | -1.5% |
| 30D | -8.7% | +7.1% | -15.8% | -9.3% |
| 3M | -4.0% | +36.7% | -40.6% | -6.9% |
| 6M | -13.1% | +114.3% | -127.4% | -20.5% |
| YTD | -23.5% | +124.4% | -147.9% | -30.3% |
| 1Y | -27.2% | +75.5% | -102.6% | -32.1% |
| All | -27.2% | +75.7% | -102.9% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling