-1.9%
KWEB vs SM
-0.9%
-1.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | +4.6% | -10.1% | -5.9% |
| 30D | -10.7% | +18.2% | -28.9% | -12.0% |
| 3M | -7.4% | +22.5% | -29.9% | -9.4% |
| 6M | -19.3% | +50.6% | -69.9% | -23.7% |
| YTD | -27.8% | +108.1% | -135.9% | -35.2% |
| 1Y | -35.9% | +46.0% | -81.9% | -39.5% |
| 3Y | -1.9% | +2.9% | -4.8% | -7.0% |
| All | -1.9% | -0.9% | -1.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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