-5.4%
KWEB vs TEM
+53.2%
-58.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -2.0% |
| 7D | -3.6% | -1.1% | -2.5% | -3.5% |
| 30D | -14.9% | +11.3% | -26.2% | -15.8% |
| 3M | -5.4% | +25.5% | -30.9% | -7.4% |
| 6M | -18.9% | +17.1% | -36.0% | -20.5% |
| YTD | -27.2% | +3.8% | -31.0% | -28.2% |
| 1Y | -34.2% | -24.4% | -9.9% | -34.1% |
| All | -5.4% | +53.2% | -58.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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