+21.3%
KWEB vs TECH
+333.2%
-312.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -14.9% | +0.3% | -15.2% | -15.0% |
| 3M | -5.4% | +32.9% | -38.4% | -15.8% |
| 6M | -18.9% | +32.1% | -50.9% | -29.4% |
| YTD | -27.2% | +23.4% | -50.6% | -35.4% |
| 1Y | -34.2% | +34.1% | -68.3% | -44.2% |
| 3Y | +0.6% | +2.2% | -1.6% | -9.6% |
| 5Y | -43.5% | -41.8% | -1.7% | -35.6% |
| 10Y | -20.6% | +188.9% | -209.5% | -56.0% |
| All | +21.3% | +333.2% | -312.0% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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