-33.9%
KWEB vs SYY
+8.0%
-41.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.8% | +0.6% | +4.3% |
| 7D | +5.8% | -6.3% | +12.1% | +5.9% |
| 30D | -1.0% | +0.7% | -1.7% | -1.2% |
| 3M | -15.8% | -7.1% | -8.8% | -15.7% |
| 6M | -14.9% | +6.8% | -21.8% | -15.8% |
| YTD | -28.6% | +6.7% | -35.3% | -28.0% |
| 1Y | -33.9% | +7.5% | -41.5% | -33.4% |
| All | -33.9% | +8.0% | -41.9% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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