-43.5%
KWEB vs RF
+88.8%
-132.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -3.6% | -0.1% | -3.4% | -3.5% |
| 30D | -14.9% | -4.0% | -10.9% | -13.8% |
| 3M | -5.4% | +5.6% | -11.0% | -7.3% |
| 6M | -18.9% | +13.1% | -31.9% | -22.5% |
| YTD | -27.2% | +13.6% | -40.8% | -30.7% |
| 1Y | -34.2% | +16.0% | -50.2% | -38.0% |
| 3Y | +0.6% | +90.2% | -89.6% | -24.3% |
| 5Y | -43.5% | +87.0% | -130.5% | -57.4% |
| All | -43.5% | +88.8% | -132.3% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling