+24.1%
KWEB vs SFM
+117.5%
-93.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -2.1% |
| 7D | -1.3% | -5.8% | +4.5% | -0.8% |
| 30D | -11.5% | -11.4% | -0.2% | -10.7% |
| 3M | -2.9% | -12.2% | +9.3% | -2.1% |
| 6M | -14.6% | -5.2% | -9.5% | -14.7% |
| YTD | -25.5% | -4.5% | -21.1% | -25.7% |
| 1Y | -31.1% | -45.4% | +14.3% | -28.1% |
| 3Y | +3.0% | +91.1% | -88.1% | -6.7% |
| 5Y | -42.6% | +226.8% | -269.4% | -51.8% |
| 10Y | -21.1% | +291.9% | -313.0% | -39.3% |
| All | +24.1% | +117.5% | -93.3% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling