+21.3%
KWEB vs TECK
+264.8%
-243.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.8% |
| 7D | -3.6% | +4.9% | -8.5% | -4.7% |
| 30D | -14.9% | +5.2% | -20.1% | -16.0% |
| 3M | -5.4% | +13.8% | -19.2% | -9.0% |
| 6M | -18.9% | +38.5% | -57.4% | -25.8% |
| YTD | -27.2% | +47.3% | -74.6% | -34.7% |
| 1Y | -34.2% | +81.0% | -115.2% | -44.0% |
| 3Y | +0.6% | +79.9% | -79.2% | -15.6% |
| 5Y | -43.5% | +207.9% | -251.3% | -58.2% |
| 10Y | -20.6% | +389.5% | -410.1% | -50.0% |
| All | +21.3% | +264.8% | -243.5% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling