-1.9%
KWEB vs S
+15.4%
-17.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -5.6% | -0.7% | -4.9% | -5.5% |
| 30D | -10.7% | -11.4% | +0.8% | -9.7% |
| 3M | -7.4% | +33.8% | -41.2% | -11.1% |
| 6M | -19.3% | +39.5% | -58.8% | -23.3% |
| YTD | -27.8% | +31.7% | -59.4% | -31.0% |
| 1Y | -35.9% | +7.0% | -42.9% | -37.3% |
| 3Y | -1.9% | +11.8% | -13.7% | -12.2% |
| All | -1.9% | +15.4% | -17.4% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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