+19.6%
KWEB vs SYY
+236.6%
-216.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -4.3% | +1.5% | -5.8% | -4.7% |
| 30D | -13.0% | -2.3% | -10.7% | -12.5% |
| 3M | -7.6% | +5.5% | -13.1% | -9.1% |
| 6M | -21.1% | -1.0% | -20.2% | -21.5% |
| YTD | -28.2% | +14.1% | -42.3% | -31.5% |
| 1Y | -34.9% | +5.6% | -40.4% | -36.6% |
| 3Y | -0.8% | +27.9% | -28.6% | -9.2% |
| 5Y | -43.6% | +22.7% | -66.3% | -47.5% |
| 10Y | -21.7% | +113.9% | -135.6% | -42.0% |
| All | +19.6% | +236.6% | -216.9% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling