+24.1%
KWEB vs SPG
+160.6%
-136.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.9% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -11.5% | -4.9% | -6.6% | -10.5% |
| 3M | -2.9% | +3.3% | -6.2% | -3.8% |
| 6M | -14.6% | +11.2% | -25.9% | -17.0% |
| YTD | -25.5% | +17.1% | -42.6% | -28.5% |
| 1Y | -31.1% | +21.6% | -52.7% | -34.5% |
| 3Y | +3.0% | +111.9% | -108.9% | -14.5% |
| 5Y | -42.6% | +106.9% | -149.5% | -52.4% |
| 10Y | -21.1% | +64.0% | -85.1% | -27.5% |
| All | +24.1% | +160.6% | -136.4% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling