-22.5%
KWEB vs TEL
+316.2%
-338.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -1.2% |
| 7D | -5.6% | +1.6% | -7.2% | -6.4% |
| 30D | -10.7% | -0.7% | -10.0% | -10.6% |
| 3M | -7.4% | +2.4% | -9.8% | -9.4% |
| 6M | -19.3% | +4.1% | -23.4% | -22.8% |
| YTD | -27.8% | -5.8% | -21.9% | -27.5% |
| 1Y | -35.9% | +0.9% | -36.8% | -38.6% |
| 3Y | -1.9% | +72.6% | -74.5% | -33.6% |
| 5Y | -43.2% | +57.5% | -100.7% | -59.7% |
| All | -22.5% | +316.2% | -338.7% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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