+21.3%
KWEB vs SAN
+243.3%
-222.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -3.6% | -0.5% | -3.1% | -3.4% |
| 30D | -14.9% | -0.1% | -14.8% | -14.9% |
| 3M | -5.4% | +19.6% | -25.1% | -11.7% |
| 6M | -18.9% | +32.7% | -51.5% | -27.2% |
| YTD | -27.2% | +26.7% | -53.9% | -33.9% |
| 1Y | -34.2% | +51.6% | -85.9% | -44.0% |
| 3Y | +0.6% | +348.7% | -348.1% | -42.6% |
| 5Y | -43.5% | +378.7% | -422.2% | -69.1% |
| 10Y | -20.6% | +336.9% | -357.5% | -57.7% |
| All | +21.3% | +243.3% | -222.0% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling