-47.9%
KWEB vs TENB
-9.4%
-38.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.6% | +2.1% |
| 7D | -5.6% | -12.1% | +6.5% | -2.6% |
| 30D | -10.7% | -18.6% | +7.9% | -6.7% |
| 3M | -7.4% | +12.1% | -19.5% | -12.2% |
| 6M | -19.3% | +46.8% | -66.1% | -29.7% |
| YTD | -27.8% | +28.0% | -55.7% | -35.2% |
| 1Y | -35.9% | -1.4% | -34.5% | -38.2% |
| 3Y | -1.9% | -33.9% | +32.0% | +2.4% |
| 5Y | -43.2% | -34.6% | -8.6% | -43.2% |
| All | -47.9% | -9.4% | -38.5% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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