-9.6%
KWEB vs P
+535.2%
-544.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | -7.8% | +11.6% | -19.5% | -9.9% |
| 30D | -6.4% | -23.7% | +17.2% | -2.4% |
| 3M | -14.6% | -8.0% | -6.6% | -15.0% |
| 6M | -25.0% | +27.9% | -52.9% | -31.6% |
| YTD | -32.7% | +61.2% | -93.8% | -42.2% |
| 1Y | -37.3% | +28.6% | -65.9% | -44.3% |
| 3Y | -5.9% | +200.5% | -206.4% | -36.8% |
| 5Y | -47.1% | +282.9% | -330.0% | -67.4% |
| 10Y | -22.3% | +665.9% | -688.2% | -60.2% |
| All | -9.6% | +535.2% | -544.8% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling