-22.5%
KWEB vs STLA
+55.1%
-77.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.1% |
| 7D | -5.6% | -2.9% | -2.7% | -4.7% |
| 30D | -10.7% | +0.9% | -11.6% | -11.2% |
| 3M | -7.4% | -21.6% | +14.2% | -0.2% |
| 6M | -19.3% | -21.6% | +2.3% | -13.8% |
| YTD | -27.8% | -50.4% | +22.7% | -11.8% |
| 1Y | -35.9% | -43.6% | +7.6% | -26.2% |
| 3Y | -1.9% | -66.4% | +64.5% | +30.3% |
| 5Y | -43.2% | -62.3% | +19.1% | -29.6% |
| All | -22.5% | +55.1% | -77.6% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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