-46.1%
KWEB vs REPL
-7.7%
-38.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.9% | -2.6% |
| 7D | -1.3% | -5.7% | +4.5% | -1.0% |
| 30D | -11.5% | +22.5% | -34.0% | -12.5% |
| 3M | -2.9% | +64.7% | -67.6% | -7.7% |
| 6M | -14.6% | +83.0% | -97.7% | -23.6% |
| YTD | -25.5% | +52.0% | -77.5% | -32.8% |
| 1Y | -31.1% | +144.5% | -175.6% | -41.8% |
| 3Y | +3.0% | -25.1% | +28.0% | -17.6% |
| 5Y | -42.6% | -52.9% | +10.3% | -53.2% |
| All | -46.1% | -7.7% | -38.4% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling