-22.5%
KWEB vs SU
+267.2%
-289.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -5.6% | +2.2% | -7.8% | -6.1% |
| 30D | -10.7% | +8.4% | -19.1% | -12.5% |
| 3M | -7.4% | +12.1% | -19.5% | -10.2% |
| 6M | -19.3% | +19.7% | -39.0% | -23.5% |
| YTD | -27.8% | +58.4% | -86.2% | -36.2% |
| 1Y | -35.9% | +67.2% | -103.2% | -44.3% |
| 3Y | -1.9% | +125.0% | -127.0% | -21.7% |
| 5Y | -43.2% | +355.1% | -398.2% | -62.1% |
| All | -22.5% | +267.2% | -289.7% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling