-22.5%
KWEB vs SFM
+271.4%
-293.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -5.6% | -10.6% | +5.0% | -5.1% |
| 30D | -10.7% | -15.5% | +4.8% | -10.0% |
| 3M | -7.4% | -17.4% | +10.0% | -6.7% |
| 6M | -19.3% | -3.4% | -15.9% | -19.4% |
| YTD | -27.8% | -8.7% | -19.1% | -27.7% |
| 1Y | -35.9% | -47.2% | +11.2% | -34.2% |
| 3Y | -1.9% | +82.7% | -84.7% | -7.5% |
| 5Y | -43.2% | +214.3% | -257.5% | -48.5% |
| All | -22.5% | +271.4% | -293.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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