-6.0%
KWEB vs RF
+117.2%
-123.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.1% |
| 7D | -7.5% | +0.4% | -7.8% | -7.5% |
| 30D | -7.3% | +5.6% | -12.9% | -8.4% |
| 3M | -16.8% | -8.9% | -7.9% | -15.3% |
| 6M | -21.4% | +7.1% | -28.5% | -22.7% |
| YTD | -32.7% | +8.3% | -41.0% | -34.1% |
| 1Y | -38.2% | +16.8% | -55.0% | -40.4% |
| All | -6.0% | +117.2% | -123.1% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling