-1.9%
KWEB vs QSR
+25.8%
-27.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | -5.6% | -4.0% | -1.6% | -4.4% |
| 30D | -10.7% | +2.8% | -13.4% | -11.4% |
| 3M | -7.4% | +5.1% | -12.5% | -9.0% |
| 6M | -19.3% | +8.8% | -28.1% | -22.3% |
| YTD | -27.8% | +14.8% | -42.6% | -32.1% |
| 1Y | -35.9% | +25.7% | -61.7% | -42.3% |
| 3Y | -1.9% | +27.5% | -29.5% | -11.9% |
| All | -1.9% | +25.8% | -27.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling