+1.8%
KWEB vs TLN
+574.4%
-572.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -5.6% | -1.3% | -4.2% | -5.4% |
| 30D | -10.7% | -14.3% | +3.7% | -9.4% |
| 3M | -7.4% | -9.3% | +1.9% | -7.1% |
| 6M | -19.3% | -1.1% | -18.2% | -20.1% |
| YTD | -27.8% | -16.6% | -11.2% | -27.4% |
| 1Y | -35.9% | -22.0% | -13.9% | -35.2% |
| 3Y | -1.9% | +470.2% | -472.1% | -27.0% |
| All | +1.8% | +574.4% | -572.6% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling