-19.6%
KWEB vs SW
+177.1%
-196.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -7.8% | -2.9% | -4.9% | -7.5% |
| 30D | -6.4% | +5.0% | -11.5% | -7.1% |
| 3M | -14.6% | -13.7% | -0.9% | -13.1% |
| 6M | -25.0% | +8.0% | -33.1% | -26.2% |
| YTD | -32.7% | +14.0% | -46.6% | -34.4% |
| 1Y | -37.3% | +25.6% | -62.9% | -39.8% |
| 3Y | -5.9% | +40.1% | -46.0% | -11.8% |
| 5Y | -47.1% | -2.6% | -44.5% | -49.8% |
| All | -19.6% | +177.1% | -196.7% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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