-6.1%
KWEB vs QSR
+205.8%
-211.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.4% |
| 7D | -5.6% | -4.0% | -1.6% | -4.2% |
| 30D | -10.7% | +2.8% | -13.4% | -11.6% |
| 3M | -7.4% | +5.1% | -12.5% | -9.4% |
| 6M | -19.3% | +8.8% | -28.1% | -22.4% |
| YTD | -27.8% | +14.8% | -42.6% | -32.1% |
| 1Y | -35.9% | +25.7% | -61.7% | -42.0% |
| 3Y | -1.9% | +27.5% | -29.5% | -12.4% |
| 5Y | -43.2% | +41.3% | -84.4% | -51.4% |
| 10Y | -21.2% | +133.8% | -155.0% | -45.8% |
| All | -6.1% | +205.8% | -211.8% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling