+27.5%
KWEB vs RF
+363.8%
-336.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.0% | +1.3% | -2.3% | -1.4% |
| 30D | -8.7% | -3.6% | -5.1% | -7.8% |
| 3M | -4.0% | +8.1% | -12.1% | -6.3% |
| 6M | -13.1% | +11.5% | -24.6% | -16.2% |
| YTD | -23.5% | +15.6% | -39.1% | -27.1% |
| 1Y | -27.2% | +15.7% | -42.8% | -30.7% |
| 3Y | -2.1% | +86.9% | -89.0% | -21.4% |
| 5Y | -40.8% | +89.8% | -130.6% | -53.1% |
| 10Y | -17.5% | +344.7% | -362.1% | -55.8% |
| All | +27.5% | +363.8% | -336.3% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling