-2.6%
KWEB vs REPL
-33.1%
+30.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -1.3% |
| 7D | -4.3% | -13.4% | +9.1% | -4.2% |
| 30D | -13.0% | -3.0% | -10.0% | -13.0% |
| 3M | -7.6% | +56.3% | -63.9% | -8.5% |
| 6M | -21.1% | +60.9% | -82.0% | -22.8% |
| YTD | -28.2% | +36.2% | -64.4% | -29.7% |
| 1Y | -34.9% | +121.0% | -155.9% | -36.8% |
| All | -2.6% | -33.1% | +30.6% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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