-0.1%
KWEB vs SW
+48.8%
-48.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +3.4% | +2.2% | +1.2% | +3.0% |
| 30D | -3.5% | +7.4% | -10.9% | -4.6% |
| 3M | -17.4% | -5.9% | -11.4% | -16.7% |
| 6M | -18.6% | +9.0% | -27.5% | -20.4% |
| YTD | -29.3% | +18.1% | -47.5% | -32.4% |
| 1Y | -35.9% | +28.7% | -64.6% | -39.7% |
| 3Y | -0.1% | +48.8% | -48.8% | -3.9% |
| All | -0.1% | +48.8% | -48.8% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling