+1.2%
KWEB vs SW
+39.0%
-37.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +9.4% | +2.3% | +7.1% | +9.0% |
| 30D | +2.3% | +6.8% | -4.5% | +1.1% |
| 3M | -12.3% | -5.2% | -7.1% | -11.7% |
| 6M | -16.4% | +7.4% | -23.8% | -18.0% |
| YTD | -26.9% | +17.4% | -44.3% | -30.0% |
| 1Y | -33.2% | +27.1% | -60.3% | -37.0% |
| 3Y | +1.2% | +47.9% | -46.7% | -2.4% |
| All | +1.2% | +39.0% | -37.8% | -2.4% |
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 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