-42.1%
KWEB vs SITM
+187.3%
-229.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.9% | -0.5% |
| 7D | -5.6% | +3.9% | -9.4% | -6.3% |
| 30D | -10.7% | -6.6% | -4.1% | -9.9% |
| 3M | -7.4% | -11.9% | +4.5% | -7.3% |
| 6M | -19.3% | +81.1% | -100.5% | -32.9% |
| YTD | -27.8% | +80.0% | -107.7% | -40.7% |
| 1Y | -35.9% | +145.8% | -181.8% | -52.2% |
| 3Y | -1.9% | +475.9% | -477.8% | -48.7% |
| All | -42.1% | +187.3% | -229.4% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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