-2.6%
KWEB vs SFM
+80.7%
-83.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.3% |
| 7D | -4.3% | -8.8% | +4.5% | -4.0% |
| 30D | -13.0% | -14.5% | +1.5% | -12.6% |
| 3M | -7.6% | -16.8% | +9.3% | -7.1% |
| 6M | -21.1% | -5.3% | -15.8% | -21.1% |
| YTD | -28.2% | -9.4% | -18.8% | -28.1% |
| 1Y | -34.9% | -46.2% | +11.3% | -33.8% |
| All | -2.6% | +80.7% | -83.3% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling