+24.1%
KWEB vs STZ
+174.9%
-150.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.0% | -1.0% |
| 7D | -1.3% | -7.4% | +6.1% | +0.9% |
| 30D | -11.5% | -10.9% | -0.6% | -8.6% |
| 3M | -2.9% | -13.4% | +10.5% | +0.8% |
| 6M | -14.6% | -16.2% | +1.6% | -10.9% |
| YTD | -25.5% | -10.4% | -15.1% | -24.3% |
| 1Y | -31.1% | -14.8% | -16.3% | -29.1% |
| 3Y | +3.0% | -50.1% | +53.1% | +24.2% |
| 5Y | -42.6% | -38.8% | -3.8% | -35.9% |
| 10Y | -21.1% | -14.1% | -7.0% | -26.1% |
| All | +24.1% | +174.9% | -150.8% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling