-35.9%
KWEB vs RF
+15.8%
-51.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -5.6% | -1.0% | -4.6% | -5.4% |
| 30D | -10.7% | -3.7% | -7.0% | -10.0% |
| 3M | -7.4% | +5.3% | -12.8% | -8.6% |
| 6M | -19.3% | +17.2% | -36.5% | -22.7% |
| YTD | -27.8% | +14.5% | -42.2% | -30.5% |
| 1Y | -35.9% | +15.9% | -51.9% | -39.9% |
| All | -35.9% | +15.8% | -51.8% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling