+5.0%
KWEB vs TLN
+602.5%
-597.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -2.9% |
| 7D | -1.3% | +10.9% | -12.2% | -2.3% |
| 30D | -11.5% | -6.3% | -5.2% | -11.1% |
| 3M | -2.9% | -10.7% | +7.8% | -2.4% |
| 6M | -14.6% | +1.6% | -16.3% | -15.7% |
| YTD | -25.5% | -13.1% | -12.4% | -25.5% |
| 1Y | -31.1% | -15.1% | -16.0% | -30.9% |
| 3Y | +3.0% | +495.0% | -492.0% | -23.8% |
| All | +5.0% | +602.5% | -597.5% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling