-33.9%
KWEB vs SN
+156.5%
-190.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.1% | +0.4% | +4.0% |
| 7D | +5.8% | +10.6% | -4.9% | +4.6% |
| 30D | -1.0% | +20.0% | -21.0% | -3.0% |
| 3M | -15.8% | +30.4% | -46.2% | -18.5% |
| 6M | -14.9% | +91.0% | -105.9% | -22.0% |
| YTD | -28.6% | +95.9% | -124.5% | -35.3% |
| 1Y | -33.9% | +158.9% | -192.8% | -43.0% |
| All | -33.9% | +156.5% | -190.4% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling