+12.1%
KWEB vs RF
+334.7%
-322.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.1% |
| 7D | -7.5% | +0.4% | -7.8% | -7.6% |
| 30D | -7.3% | +5.6% | -12.9% | -8.8% |
| 3M | -16.8% | -8.9% | -7.9% | -14.7% |
| 6M | -21.4% | +7.1% | -28.5% | -23.3% |
| YTD | -32.7% | +8.3% | -41.0% | -34.7% |
| 1Y | -38.2% | +16.8% | -55.0% | -41.4% |
| 3Y | -4.8% | +115.0% | -119.8% | -26.6% |
| 5Y | -47.1% | +46.4% | -93.6% | -55.0% |
| 10Y | -22.4% | +230.2% | -252.6% | -53.2% |
| All | +12.1% | +334.7% | -322.6% | -40.1% |
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