-33.9%
KWEB vs SGI
-10.7%
-23.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.8% | -2.4% | +3.5% |
| 7D | +5.8% | +12.1% | -6.3% | +4.2% |
| 30D | -1.0% | +12.1% | -13.0% | -2.5% |
| 3M | -15.8% | +0.4% | -16.2% | -16.0% |
| 6M | -14.9% | -4.0% | -10.9% | -14.9% |
| YTD | -28.6% | -21.2% | -7.3% | -26.9% |
| 1Y | -33.9% | -12.1% | -21.9% | -33.4% |
| All | -33.9% | -10.7% | -23.2% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling