+21.3%
KWEB vs TAP
+6.5%
+14.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -3.6% | -5.1% | +1.5% | -2.5% |
| 30D | -14.9% | -8.4% | -6.5% | -13.4% |
| 3M | -5.4% | -3.9% | -1.5% | -4.8% |
| 6M | -18.9% | -14.4% | -4.5% | -16.5% |
| YTD | -27.2% | -14.7% | -12.5% | -25.3% |
| 1Y | -34.2% | -18.7% | -15.6% | -31.9% |
| 3Y | +0.6% | -32.6% | +33.3% | +7.6% |
| 5Y | -43.5% | -1.4% | -42.1% | -45.2% |
| 10Y | -20.6% | -50.4% | +29.8% | -11.0% |
| All | +21.3% | +6.5% | +14.8% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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