-22.5%
KWEB vs P
+718.8%
-741.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | -0.3% |
| 7D | -5.6% | -1.3% | -4.2% | -5.3% |
| 30D | -10.7% | -11.9% | +1.2% | -8.6% |
| 3M | -7.4% | +41.6% | -49.0% | -15.8% |
| 6M | -19.3% | +58.1% | -77.4% | -29.4% |
| YTD | -27.8% | +46.5% | -74.3% | -36.1% |
| 1Y | -35.9% | +19.1% | -55.0% | -41.6% |
| 3Y | -1.9% | +150.6% | -152.5% | -32.3% |
| 5Y | -43.2% | +271.8% | -314.9% | -66.0% |
| All | -22.5% | +718.8% | -741.4% | -62.0% |
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