-37.3%
KWEB vs SW
+24.2%
-61.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.0% |
| 3M | -14.6% | -13.7% | -0.9% | -13.3% |
| 6M | -25.0% | +8.0% | -33.1% | -26.4% |
| YTD | -32.7% | +14.0% | -46.6% | -35.3% |
| 1Y | -37.3% | +25.6% | -62.9% | -40.6% |
| All | -37.3% | +24.2% | -61.5% | -40.6% |
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