-56.3%
KWEB vs QS
-46.4%
-9.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.4% |
| 7D | -5.6% | -3.6% | -1.9% | -5.2% |
| 30D | -10.7% | -17.2% | +6.6% | -8.9% |
| 3M | -7.4% | -27.0% | +19.6% | -4.8% |
| 6M | -19.3% | -24.6% | +5.3% | -17.7% |
| YTD | -27.8% | -49.3% | +21.6% | -23.4% |
| 1Y | -35.9% | -40.3% | +4.4% | -34.4% |
| 3Y | -1.9% | -23.8% | +21.9% | -9.4% |
| 5Y | -43.2% | -75.0% | +31.8% | -44.4% |
| All | -56.3% | -46.4% | -9.9% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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