-11.4%
KWEB vs SN
+496.6%
-508.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -2.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -11.5% | -5.6% | -5.9% | -11.0% |
| 3M | -2.9% | +48.1% | -51.0% | -7.8% |
| 6M | -14.6% | +57.6% | -72.3% | -19.8% |
| YTD | -25.5% | +56.5% | -82.0% | -30.1% |
| 1Y | -31.1% | +52.6% | -83.6% | -35.3% |
| 3Y | +3.0% | +412.0% | -409.0% | -14.6% |
| All | -11.4% | +496.6% | -508.1% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling