+24.1%
KWEB vs STT
+284.4%
-260.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.2% |
| 7D | -1.3% | +2.2% | -3.5% | -2.1% |
| 30D | -11.5% | +3.9% | -15.4% | -12.9% |
| 3M | -2.9% | +19.2% | -22.1% | -9.4% |
| 6M | -14.6% | +60.4% | -75.0% | -28.9% |
| YTD | -25.5% | +51.5% | -77.0% | -36.7% |
| 1Y | -31.1% | +76.3% | -107.4% | -44.8% |
| 3Y | +3.0% | +200.7% | -197.8% | -33.8% |
| 5Y | -42.6% | +157.5% | -200.1% | -61.8% |
| 10Y | -21.1% | +262.0% | -283.1% | -58.2% |
| All | +24.1% | +284.4% | -260.2% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling