-19.9%
KWEB vs SN
+671.3%
-691.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.2% |
| 7D | -7.8% | +1.5% | -9.4% | -8.0% |
| 30D | -6.4% | +21.5% | -28.0% | -8.6% |
| 3M | -14.6% | +20.0% | -34.6% | -16.6% |
| 6M | -25.0% | +119.9% | -145.0% | -32.3% |
| YTD | -32.7% | +102.3% | -135.0% | -38.7% |
| 1Y | -37.3% | +148.0% | -185.3% | -44.4% |
| 3Y | -5.9% | +450.0% | -455.9% | -24.1% |
| All | -19.9% | +671.3% | -691.2% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling