-1.2%
KWEB vs SN
+368.4%
-369.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.8% |
| 7D | -3.6% | -3.4% | -0.2% | -3.1% |
| 30D | -14.9% | -9.1% | -5.8% | -13.9% |
| 3M | -5.4% | +31.8% | -37.2% | -9.5% |
| 6M | -18.9% | +52.0% | -70.9% | -24.3% |
| YTD | -27.2% | +51.3% | -78.5% | -32.1% |
| 1Y | -34.2% | +46.9% | -81.1% | -38.7% |
| All | -1.2% | +368.4% | -369.7% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling