-43.6%
KWEB vs S
-70.4%
+26.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -13.0% | -11.8% | -1.2% | -11.0% |
| 3M | -7.6% | +33.9% | -41.5% | -14.6% |
| 6M | -21.1% | +40.1% | -61.2% | -28.7% |
| YTD | -28.2% | +32.1% | -60.3% | -34.6% |
| 1Y | -34.9% | +11.0% | -45.9% | -38.4% |
| 3Y | -0.8% | +16.9% | -17.7% | -15.0% |
| 5Y | -43.6% | -68.9% | +25.4% | -36.9% |
| All | -43.6% | -70.4% | +26.9% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling