-35.9%
KWEB vs SPG
+19.1%
-55.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -5.6% | -1.2% | -4.4% | -5.5% |
| 30D | -10.7% | -6.1% | -4.5% | -10.3% |
| 3M | -7.4% | -3.6% | -3.8% | -7.5% |
| 6M | -19.3% | +10.4% | -29.7% | -21.3% |
| YTD | -27.8% | +14.4% | -42.1% | -29.4% |
| 1Y | -35.9% | +16.5% | -52.5% | -38.2% |
| All | -35.9% | +19.1% | -55.0% | -38.2% |
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