-22.5%
KWEB vs TECK
+377.7%
-400.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | -5.6% | -3.8% | -1.7% | -4.6% |
| 30D | -10.7% | +0.7% | -11.4% | -11.1% |
| 3M | -7.4% | +4.6% | -12.0% | -9.5% |
| 6M | -19.3% | +25.1% | -44.4% | -25.7% |
| YTD | -27.8% | +39.2% | -66.9% | -36.0% |
| 1Y | -35.9% | +60.3% | -96.3% | -45.8% |
| 3Y | -1.9% | +62.9% | -64.8% | -19.4% |
| 5Y | -43.2% | +181.5% | -224.7% | -60.5% |
| All | -22.5% | +377.7% | -400.2% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling