-23.0%
KWEB vs TMF
-86.4%
+63.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.1% | -1.5% |
| 7D | -4.3% | -4.8% | +0.5% | -4.4% |
| 30D | -13.0% | -4.9% | -8.1% | -13.1% |
| 3M | -7.6% | -13.4% | +5.8% | -7.9% |
| 6M | -21.1% | -23.0% | +1.9% | -21.7% |
| YTD | -28.2% | -20.2% | -8.0% | -28.7% |
| 1Y | -34.9% | -26.5% | -8.4% | -35.4% |
| 3Y | -0.8% | -45.2% | +44.4% | -2.3% |
| 5Y | -43.6% | -88.4% | +44.9% | -51.4% |
| All | -23.0% | -86.4% | +63.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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