-2.6%
KWEB vs STZ
-49.0%
+46.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.2% | -1.7% |
| 7D | -4.3% | -4.1% | -0.2% | -3.6% |
| 30D | -13.0% | -7.6% | -5.4% | -11.8% |
| 3M | -7.6% | -12.3% | +4.7% | -5.5% |
| 6M | -21.1% | -16.3% | -4.8% | -18.8% |
| YTD | -28.2% | -8.4% | -19.9% | -28.4% |
| 1Y | -34.9% | -10.8% | -24.0% | -34.7% |
| All | -2.6% | -49.0% | +46.4% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling