-33.9%
KWEB vs SPG
+34.3%
-68.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.6% | +4.2% |
| 7D | +5.8% | +8.2% | -2.4% | +5.1% |
| 30D | -1.0% | +13.5% | -14.4% | -1.9% |
| 3M | -15.8% | +2.2% | -18.1% | -16.0% |
| 6M | -14.9% | +15.9% | -30.8% | -16.9% |
| YTD | -28.6% | +27.6% | -56.2% | -31.0% |
| 1Y | -33.9% | +30.9% | -64.9% | -36.2% |
| All | -33.9% | +34.3% | -68.2% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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