-42.1%
KWEB vs SFM
+213.6%
-255.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -5.6% | -10.6% | +5.0% | -5.2% |
| 30D | -10.7% | -15.5% | +4.8% | -10.2% |
| 3M | -7.4% | -17.4% | +10.0% | -6.9% |
| 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% | -34.9% |
| 3Y | -1.9% | +82.7% | -84.7% | -7.0% |
| All | -42.1% | +213.6% | -255.7% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling