-1.9%
KWEB vs SGI
+51.7%
-53.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -5.6% | -4.5% | -1.1% | -4.7% |
| 30D | -10.7% | +4.2% | -14.9% | -11.5% |
| 3M | -7.4% | -7.4% | 0.0% | -6.4% |
| 6M | -19.3% | -15.1% | -4.3% | -17.2% |
| YTD | -27.8% | -24.7% | -3.1% | -24.0% |
| 1Y | -35.9% | -21.8% | -14.2% | -33.4% |
| 3Y | -1.9% | +50.0% | -52.0% | -14.5% |
| All | -1.9% | +51.7% | -53.7% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling