-42.1%
KWEB vs SYY
+23.4%
-65.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -5.6% | +3.9% | -9.5% | -7.1% |
| 30D | -10.7% | -1.7% | -8.9% | -10.1% |
| 3M | -7.4% | +5.2% | -12.6% | -9.7% |
| 6M | -19.3% | -0.2% | -19.1% | -20.1% |
| YTD | -27.8% | +15.4% | -43.1% | -33.8% |
| 1Y | -35.9% | +5.6% | -41.5% | -38.7% |
| 3Y | -1.9% | +28.9% | -30.8% | -18.9% |
| All | -42.1% | +23.4% | -65.5% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling