+24.1%
KWEB vs STLA
+92.0%
-67.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.4% | -1.7% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | -11.5% | -2.4% | -9.2% | -11.0% |
| 3M | -2.9% | -23.9% | +21.0% | +5.0% |
| 6M | -14.6% | -24.6% | +10.0% | -8.0% |
| YTD | -25.5% | -50.5% | +25.0% | -10.1% |
| 1Y | -31.1% | -39.8% | +8.8% | -22.9% |
| 3Y | +3.0% | -65.6% | +68.6% | +33.3% |
| 5Y | -42.6% | -62.1% | +19.5% | -29.4% |
| 10Y | -21.1% | +47.8% | -68.9% | -36.1% |
| All | +24.1% | +92.0% | -67.9% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling