-1.2%
KWEB vs TMF
-42.1%
+40.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.2% |
| 7D | -3.6% | -0.9% | -2.7% | -3.5% |
| 30D | -14.9% | -1.0% | -13.9% | -14.9% |
| 3M | -5.4% | -11.3% | +5.9% | -4.9% |
| 6M | -18.9% | -22.7% | +3.9% | -17.9% |
| YTD | -27.2% | -17.3% | -9.9% | -26.6% |
| 1Y | -34.2% | -22.5% | -11.7% | -33.5% |
| All | -1.2% | -42.1% | +40.8% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling