-42.1%
KWEB vs SPG
+106.0%
-148.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -5.6% | -1.2% | -4.4% | -5.1% |
| 30D | -10.7% | -6.1% | -4.5% | -8.2% |
| 3M | -7.4% | -3.6% | -3.8% | -6.3% |
| 6M | -19.3% | +10.4% | -29.7% | -23.5% |
| YTD | -27.8% | +14.4% | -42.1% | -32.8% |
| 1Y | -35.9% | +16.5% | -52.5% | -41.1% |
| 3Y | -1.9% | +106.8% | -108.7% | -35.4% |
| All | -42.1% | +106.0% | -148.1% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling