-27.2%
KWEB vs SNY
+2.0%
-29.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -8.7% | +3.4% | -12.1% | -9.0% |
| 3M | -4.0% | -0.3% | -3.7% | -4.0% |
| 6M | -13.1% | +1.0% | -14.2% | -13.2% |
| YTD | -23.5% | -3.6% | -19.9% | -23.0% |
| 1Y | -27.2% | +3.0% | -30.2% | -27.4% |
| All | -27.2% | +2.0% | -29.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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