-21.9%
KWEB vs TDY
+475.9%
-497.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | -5.1% | -2.2% | -2.8% | -4.2% |
| 30D | -8.4% | -12.1% | +3.7% | -3.5% |
| 3M | -6.6% | -4.6% | -2.0% | -5.1% |
| 6M | -18.0% | -6.5% | -11.5% | -16.2% |
| YTD | -27.4% | +16.9% | -44.3% | -32.6% |
| 1Y | -35.4% | +7.3% | -42.8% | -38.1% |
| 3Y | -1.0% | +43.6% | -44.7% | -17.6% |
| 5Y | -39.9% | +38.4% | -78.4% | -49.8% |
| 10Y | -21.9% | +476.2% | -498.0% | -63.2% |
| All | -21.9% | +475.9% | -497.7% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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