-42.1%
KWEB vs SPY
+82.3%
-124.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.3% |
| 7D | -5.6% | -0.8% | -4.8% | -4.8% |
| 30D | -10.7% | -1.1% | -9.6% | -9.7% |
| 3M | -7.4% | +3.9% | -11.3% | -11.3% |
| 6M | -19.3% | +13.6% | -32.9% | -29.8% |
| YTD | -27.8% | +12.7% | -40.4% | -36.5% |
| 1Y | -35.9% | +17.5% | -53.4% | -46.1% |
| 3Y | -1.9% | +76.9% | -78.8% | -49.7% |
| All | -42.1% | +82.3% | -124.3% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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