-42.1%
KWEB vs TECK
+180.1%
-222.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | -5.6% | -3.8% | -1.7% | -4.4% |
| 30D | -10.7% | +0.7% | -11.4% | -11.2% |
| 3M | -7.4% | +4.6% | -12.0% | -10.0% |
| 6M | -19.3% | +25.1% | -44.4% | -27.3% |
| YTD | -27.8% | +39.2% | -66.9% | -38.2% |
| 1Y | -35.9% | +60.3% | -96.3% | -48.4% |
| 3Y | -1.9% | +62.9% | -64.8% | -24.3% |
| All | -42.1% | +180.1% | -222.2% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling