-22.5%
KWEB vs SAN
+357.1%
-379.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.1% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -10.7% | +0.9% | -11.6% | -11.0% |
| 3M | -7.4% | +19.1% | -26.5% | -13.4% |
| 6M | -19.3% | +33.2% | -52.5% | -27.8% |
| YTD | -27.8% | +29.1% | -56.9% | -34.9% |
| 1Y | -35.9% | +50.2% | -86.2% | -45.5% |
| 3Y | -1.9% | +351.0% | -353.0% | -44.6% |
| 5Y | -43.2% | +394.7% | -437.9% | -69.6% |
| All | -22.5% | +357.1% | -379.6% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling