-22.5%
KWEB vs TCOM
-9.8%
-12.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.1% |
| 7D | -5.6% | -4.9% | -0.7% | -2.6% |
| 30D | -10.7% | -14.4% | +3.7% | -1.9% |
| 3M | -7.4% | -17.7% | +10.2% | +3.3% |
| 6M | -19.3% | -25.1% | +5.8% | -4.5% |
| YTD | -27.8% | -45.7% | +18.0% | +2.3% |
| 1Y | -35.9% | -47.9% | +11.9% | -7.3% |
| 3Y | -1.9% | +8.9% | -10.9% | -15.9% |
| 5Y | -43.2% | +26.9% | -70.0% | -58.1% |
| All | -22.5% | -9.8% | -12.7% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling