+19.6%
KWEB vs SPYG
+623.1%
-603.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -0.6% |
| 7D | -4.3% | -1.8% | -2.5% | -2.6% |
| 30D | -13.0% | -1.9% | -11.1% | -11.5% |
| 3M | -7.6% | +5.2% | -12.7% | -12.3% |
| 6M | -21.1% | +15.6% | -36.7% | -31.7% |
| YTD | -28.2% | +12.4% | -40.6% | -36.2% |
| 1Y | -34.9% | +17.5% | -52.3% | -44.5% |
| 3Y | -0.8% | +98.1% | -98.8% | -51.3% |
| 5Y | -43.6% | +84.9% | -128.5% | -70.1% |
| 10Y | -21.7% | +417.7% | -439.4% | -87.2% |
| All | +19.6% | +623.1% | -603.5% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling