-33.9%
KWEB vs STZ
+14.7%
-48.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.3% | -0.9% | +4.3% |
| 7D | +5.8% | +13.0% | -7.2% | +5.6% |
| 30D | -1.0% | +29.4% | -30.4% | -1.5% |
| 3M | -15.8% | +11.6% | -27.4% | -16.0% |
| 6M | -14.9% | -0.2% | -14.7% | -14.7% |
| YTD | -28.6% | +8.6% | -37.1% | -31.3% |
| 1Y | -33.9% | +15.9% | -49.9% | -36.2% |
| All | -33.9% | +14.7% | -48.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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