-22.5%
KWEB vs QID
-99.2%
+76.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.4% | -0.1% |
| 7D | -5.6% | +1.3% | -6.8% | -5.0% |
| 30D | -10.7% | +2.9% | -13.6% | -9.4% |
| 3M | -7.4% | -0.7% | -6.7% | -6.9% |
| 6M | -19.3% | -29.7% | +10.4% | -29.7% |
| YTD | -27.8% | -27.9% | +0.1% | -35.9% |
| 1Y | -35.9% | -34.6% | -1.4% | -45.0% |
| 3Y | -1.9% | -73.5% | +71.6% | -39.5% |
| 5Y | -43.2% | -81.0% | +37.8% | -63.4% |
| All | -22.5% | -99.2% | +76.6% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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