-22.5%
KWEB vs SGI
+270.1%
-292.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -5.6% | -4.5% | -1.1% | -4.6% |
| 30D | -10.7% | +4.2% | -14.9% | -11.6% |
| 3M | -7.4% | -7.4% | 0.0% | -6.2% |
| 6M | -19.3% | -15.1% | -4.3% | -17.1% |
| YTD | -27.8% | -24.7% | -3.1% | -23.9% |
| 1Y | -35.9% | -21.8% | -14.2% | -33.4% |
| 3Y | -1.9% | +50.0% | -52.0% | -14.4% |
| 5Y | -43.2% | +48.9% | -92.1% | -52.2% |
| All | -22.5% | +270.1% | -292.6% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling