+20.4%
KWEB vs TKO
+2,154.3%
-2,133.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -5.6% | +2.3% | -7.9% | -6.0% |
| 30D | -10.7% | -2.5% | -8.2% | -10.4% |
| 3M | -7.4% | -10.6% | +3.2% | -5.7% |
| 6M | -19.3% | -5.1% | -14.3% | -19.0% |
| YTD | -27.8% | -8.2% | -19.5% | -27.2% |
| 1Y | -35.9% | -4.4% | -31.5% | -36.0% |
| 3Y | -1.9% | +100.4% | -102.3% | -16.4% |
| 5Y | -43.2% | +294.3% | -337.5% | -57.8% |
| 10Y | -21.2% | +983.2% | -1,004.3% | -51.8% |
| All | +20.4% | +2,154.3% | -2,133.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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