-22.5%
KWEB vs SPYG
+424.6%
-447.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | -0.1% |
| 7D | -5.6% | -0.9% | -4.7% | -4.8% |
| 30D | -10.7% | -1.5% | -9.2% | -9.5% |
| 3M | -7.4% | +3.7% | -11.2% | -10.8% |
| 6M | -19.3% | +16.4% | -35.7% | -30.2% |
| YTD | -27.8% | +13.3% | -41.1% | -35.9% |
| 1Y | -35.9% | +17.9% | -53.8% | -45.1% |
| 3Y | -1.9% | +98.3% | -100.3% | -50.4% |
| 5Y | -43.2% | +86.4% | -129.6% | -69.3% |
| All | -22.5% | +424.6% | -447.1% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling