-42.1%
KWEB vs STZ
-37.6%
-4.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -5.6% | -4.5% | -1.1% | -4.6% |
| 30D | -10.7% | -8.6% | -2.1% | -8.9% |
| 3M | -7.4% | -13.8% | +6.4% | -4.5% |
| 6M | -19.3% | -17.2% | -2.2% | -16.2% |
| YTD | -27.8% | -9.4% | -18.4% | -27.4% |
| 1Y | -35.9% | -11.9% | -24.1% | -35.3% |
| 3Y | -1.9% | -49.6% | +47.7% | +17.5% |
| All | -42.1% | -37.6% | -4.5% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling