-1.9%
KWEB vs SPMO
+155.8%
-157.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.4% |
| 7D | -5.6% | -0.9% | -4.6% | -5.2% |
| 30D | -10.7% | -1.9% | -8.8% | -10.0% |
| 3M | -7.4% | -1.4% | -6.1% | -7.9% |
| 6M | -19.3% | +25.5% | -44.8% | -30.5% |
| YTD | -27.8% | +24.8% | -52.6% | -37.6% |
| 1Y | -35.9% | +24.5% | -60.4% | -44.5% |
| 3Y | -1.9% | +157.1% | -159.1% | -50.4% |
| All | -1.9% | +155.8% | -157.7% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling