-1.9%
KWEB vs TDY
+46.9%
-48.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.3% |
| 7D | -5.6% | -1.1% | -4.4% | -5.3% |
| 30D | -10.7% | -12.0% | +1.4% | -7.5% |
| 3M | -7.4% | -3.2% | -4.2% | -6.7% |
| 6M | -19.3% | -7.9% | -11.4% | -17.7% |
| YTD | -27.8% | +18.2% | -46.0% | -31.3% |
| 1Y | -35.9% | +6.7% | -42.6% | -37.4% |
| 3Y | -1.9% | +47.5% | -49.5% | -14.6% |
| All | -1.9% | +46.9% | -48.8% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling