+21.3%
KWEB vs SBAC
+177.5%
-156.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -14.9% | +3.9% | -18.8% | -15.9% |
| 3M | -5.4% | -8.2% | +2.8% | -3.4% |
| 6M | -18.9% | -2.8% | -16.1% | -19.3% |
| YTD | -27.2% | -1.5% | -25.7% | -28.1% |
| 1Y | -34.2% | 0.0% | -34.2% | -35.5% |
| 3Y | +0.6% | -8.4% | +9.0% | -1.0% |
| 5Y | -43.5% | -43.5% | +0.1% | -35.7% |
| 10Y | -20.6% | +86.9% | -107.5% | -46.2% |
| All | +21.3% | +177.5% | -156.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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