-22.5%
KWEB vs SRE
+122.3%
-144.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | -5.6% | -0.8% | -4.7% | -5.4% |
| 30D | -10.7% | -3.0% | -7.7% | -10.3% |
| 3M | -7.4% | -8.3% | +0.9% | -6.2% |
| 6M | -19.3% | -8.9% | -10.4% | -18.2% |
| YTD | -27.8% | -4.3% | -23.5% | -27.5% |
| 1Y | -35.9% | +2.7% | -38.7% | -36.6% |
| 3Y | -1.9% | +28.7% | -30.6% | -8.2% |
| 5Y | -43.2% | +47.1% | -90.3% | -48.5% |
| All | -22.5% | +122.3% | -144.8% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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