-1.9%
KWEB vs STRL
+546.4%
-548.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | +0.3% |
| 7D | -5.6% | +5.0% | -10.6% | -5.9% |
| 30D | -10.7% | -6.9% | -3.8% | -10.4% |
| 3M | -7.4% | -39.1% | +31.6% | -4.9% |
| 6M | -19.3% | +21.5% | -40.8% | -23.0% |
| YTD | -27.8% | +66.9% | -94.6% | -33.1% |
| 1Y | -35.9% | +61.6% | -97.6% | -40.7% |
| 3Y | -1.9% | +560.0% | -561.9% | -22.6% |
| All | -1.9% | +546.4% | -548.3% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling