-42.4%
KWEB vs STLA
-63.7%
+21.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -4.3% | -3.8% | -0.5% | -2.9% |
| 30D | -13.0% | -3.1% | -9.9% | -12.2% |
| 3M | -7.6% | -19.6% | +12.1% | -0.6% |
| 6M | -21.1% | -23.5% | +2.3% | -14.5% |
| YTD | -28.2% | -51.5% | +23.3% | -9.4% |
| 1Y | -34.9% | -39.7% | +4.8% | -26.6% |
| 3Y | -0.8% | -66.3% | +65.6% | +37.2% |
| All | -42.4% | -63.7% | +21.2% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling