-34.9%
KWEB vs Q
+75.3%
-110.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -5.0% | -2.9% |
| 7D | -1.3% | +6.7% | -8.0% | -1.9% |
| 30D | -11.5% | -10.6% | -0.9% | -10.7% |
| 3M | -2.9% | -14.6% | +11.7% | -2.2% |
| 6M | -14.6% | +12.1% | -26.7% | -18.8% |
| YTD | -25.5% | +51.3% | -76.8% | -31.8% |
| All | -34.9% | +75.3% | -110.2% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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