-22.5%
KWEB vs STT
+271.9%
-294.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -5.6% | -0.4% | -5.1% | -5.4% |
| 30D | -10.7% | +1.7% | -12.4% | -11.3% |
| 3M | -7.4% | +17.9% | -25.3% | -12.9% |
| 6M | -19.3% | +55.3% | -74.6% | -31.2% |
| YTD | -27.8% | +52.7% | -80.4% | -38.1% |
| 1Y | -35.9% | +75.7% | -111.6% | -47.8% |
| 3Y | -1.9% | +197.9% | -199.8% | -34.8% |
| 5Y | -43.2% | +158.8% | -201.9% | -61.2% |
| All | -22.5% | +271.9% | -294.4% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling