-23.0%
KWEB vs P
+684.8%
-707.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -0.7% |
| 7D | -4.3% | -4.1% | -0.2% | -3.4% |
| 30D | -13.0% | -14.0% | +1.0% | -10.5% |
| 3M | -7.6% | +41.4% | -49.0% | -15.9% |
| 6M | -21.1% | +54.2% | -75.3% | -30.6% |
| YTD | -28.2% | +40.4% | -68.6% | -35.9% |
| 1Y | -34.9% | +16.0% | -50.8% | -40.3% |
| 3Y | -0.8% | +140.7% | -141.4% | -30.9% |
| 5Y | -43.6% | +256.3% | -299.9% | -65.9% |
| All | -23.0% | +684.8% | -707.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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