-56.5%
KWEB vs S
-57.8%
+1.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -2.2% |
| 7D | -1.3% | -5.8% | +4.5% | 0.0% |
| 30D | -11.5% | -9.2% | -2.3% | -10.1% |
| 3M | -2.9% | +23.4% | -26.3% | -8.4% |
| 6M | -14.6% | +36.9% | -51.6% | -22.1% |
| YTD | -25.5% | +29.5% | -55.1% | -31.5% |
| 1Y | -31.1% | +5.4% | -36.5% | -33.9% |
| 3Y | +3.0% | +14.7% | -11.7% | -10.5% |
| 5Y | -42.6% | -71.5% | +28.9% | -38.0% |
| All | -56.5% | -57.8% | +1.3% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling