-27.2%
KWEB vs TECK
+108.8%
-136.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -8.7% | +4.6% | -13.3% | -9.7% |
| 3M | -4.0% | +2.8% | -6.8% | -4.6% |
| 6M | -13.1% | +24.9% | -38.0% | -18.9% |
| YTD | -23.5% | +44.7% | -68.2% | -31.9% |
| 1Y | -27.2% | +112.0% | -139.1% | -39.8% |
| All | -27.2% | +108.8% | -136.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling