-42.1%
KWEB vs STRL
+2,151.3%
-2,193.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | +0.1% |
| 7D | -5.6% | +5.0% | -10.6% | -6.1% |
| 30D | -10.7% | -6.9% | -3.8% | -10.1% |
| 3M | -7.4% | -39.1% | +31.6% | -3.0% |
| 6M | -19.3% | +21.5% | -40.8% | -25.2% |
| YTD | -27.8% | +66.9% | -94.6% | -36.5% |
| 1Y | -35.9% | +61.6% | -97.6% | -44.0% |
| 3Y | -1.9% | +560.0% | -561.9% | -40.1% |
| All | -42.1% | +2,151.3% | -2,193.3% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling