+19.6%
KWEB vs QID
-99.7%
+119.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -0.3% |
| 7D | -4.3% | +2.7% | -7.1% | -3.1% |
| 30D | -13.0% | +3.3% | -16.3% | -11.6% |
| 3M | -7.6% | -5.5% | -2.0% | -9.2% |
| 6M | -21.1% | -28.4% | +7.3% | -31.0% |
| YTD | -28.2% | -26.6% | -1.7% | -36.1% |
| 1Y | -34.9% | -34.1% | -0.7% | -44.2% |
| 3Y | -0.8% | -73.7% | +72.9% | -40.0% |
| 5Y | -43.6% | -80.7% | +37.1% | -63.9% |
| 10Y | -21.7% | -99.1% | +77.5% | -85.9% |
| All | +19.6% | -99.7% | +119.3% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling