+24.1%
KWEB vs SM
-39.4%
+63.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.3% | -3.0% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -11.5% | +31.5% | -43.0% | -13.7% |
| 3M | -2.9% | +17.3% | -20.2% | -4.7% |
| 6M | -14.6% | +48.5% | -63.2% | -18.4% |
| YTD | -25.5% | +106.3% | -131.8% | -31.1% |
| 1Y | -31.1% | +47.3% | -78.4% | -34.4% |
| 3Y | +3.0% | -1.4% | +4.4% | 0.0% |
| 5Y | -42.6% | +114.0% | -156.6% | -48.7% |
| 10Y | -21.1% | +12.5% | -33.6% | -36.3% |
| All | +24.1% | -39.4% | +63.5% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling