-23.0%
KWEB vs RF
+340.3%
-363.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -4.3% | -1.6% | -2.7% | -3.9% |
| 30D | -13.0% | -4.3% | -8.7% | -12.0% |
| 3M | -7.6% | +5.9% | -13.4% | -9.1% |
| 6M | -21.1% | +14.1% | -35.3% | -24.1% |
| YTD | -28.2% | +13.8% | -42.0% | -31.0% |
| 1Y | -34.9% | +15.2% | -50.1% | -37.7% |
| 3Y | -0.8% | +90.6% | -91.3% | -19.3% |
| 5Y | -43.6% | +88.9% | -132.5% | -54.1% |
| All | -23.0% | +340.3% | -363.3% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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