+12.1%
KWEB vs SW
+240.2%
-228.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.0% |
| 7D | -7.5% | -3.0% | -4.5% | -7.1% |
| 30D | -7.3% | +4.2% | -11.5% | -7.8% |
| 3M | -16.8% | -11.5% | -5.3% | -15.7% |
| 6M | -21.4% | +8.6% | -30.0% | -22.5% |
| YTD | -32.7% | +15.0% | -47.7% | -34.4% |
| 1Y | -38.2% | +25.7% | -63.9% | -40.4% |
| 3Y | -4.8% | +44.8% | -49.6% | -10.4% |
| 5Y | -47.1% | -1.7% | -45.4% | -49.6% |
| 10Y | -22.4% | +176.9% | -199.2% | -32.0% |
| All | +12.1% | +240.2% | -228.0% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling