-27.2%
KWEB vs STRL
+76.3%
-103.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.8% | +1.7% |
| 7D | -1.0% | +3.4% | -4.4% | -1.2% |
| 30D | -8.7% | -9.2% | +0.5% | -8.4% |
| 3M | -4.0% | -51.0% | +47.1% | -0.1% |
| 6M | -13.1% | +15.8% | -28.9% | -18.5% |
| YTD | -23.5% | +58.9% | -82.4% | -31.3% |
| 1Y | -27.2% | +68.5% | -95.7% | -31.3% |
| All | -27.2% | +76.3% | -103.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling