-66.9%
KWEB vs OSCR
-9.0%
-58.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -5.6% | +1.6% | -7.2% | -5.8% |
| 30D | -10.7% | +10.7% | -21.3% | -11.9% |
| 3M | -7.4% | +13.4% | -20.8% | -9.3% |
| 6M | -19.3% | +144.6% | -163.9% | -28.8% |
| YTD | -27.8% | +128.0% | -155.8% | -36.0% |
| 1Y | -35.9% | +68.7% | -104.6% | -41.7% |
| 3Y | -1.9% | +398.8% | -400.7% | -30.8% |
| 5Y | -43.2% | +87.3% | -130.4% | -60.6% |
| All | -66.9% | -9.0% | -58.0% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling