-33.2%
KWEB vs SW
+26.7%
-59.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +9.4% | +2.3% | +7.1% | +9.1% |
| 30D | +2.3% | +6.8% | -4.5% | +1.5% |
| 3M | -12.3% | -5.2% | -7.1% | -11.9% |
| 6M | -16.4% | +7.4% | -23.8% | -17.7% |
| YTD | -26.9% | +17.4% | -44.3% | -30.0% |
| 1Y | -33.2% | +27.1% | -60.3% | -36.6% |
| All | -33.2% | +26.7% | -59.9% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling