-43.5%
KWEB vs P
+274.2%
-317.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.6% |
| 7D | -3.6% | +5.0% | -8.6% | -4.4% |
| 30D | -14.9% | -0.9% | -14.0% | -15.3% |
| 3M | -5.4% | +38.7% | -44.1% | -12.2% |
| 6M | -18.9% | +54.4% | -73.2% | -27.0% |
| YTD | -27.2% | +44.8% | -72.1% | -34.1% |
| 1Y | -34.2% | +22.5% | -56.8% | -39.4% |
| 3Y | +0.6% | +148.2% | -147.6% | -29.1% |
| 5Y | -43.5% | +268.9% | -312.4% | -66.3% |
| All | -43.5% | +274.2% | -317.6% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling