-22.5%
KWEB vs TDG
+547.7%
-570.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -5.6% | -1.9% | -3.7% | -5.0% |
| 30D | -10.7% | -7.7% | -3.0% | -8.5% |
| 3M | -7.4% | -9.3% | +1.9% | -5.0% |
| 6M | -19.3% | -9.4% | -9.9% | -17.4% |
| YTD | -27.8% | -14.3% | -13.5% | -25.0% |
| 1Y | -35.9% | -11.8% | -24.1% | -34.2% |
| 3Y | -1.9% | +52.0% | -53.9% | -16.6% |
| 5Y | -43.2% | +128.8% | -172.0% | -57.7% |
| All | -22.5% | +547.7% | -570.2% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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