-42.1%
KWEB vs TMF
-88.5%
+46.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -5.6% | -5.1% | -0.5% | -5.3% |
| 30D | -10.7% | -4.6% | -6.1% | -10.5% |
| 3M | -7.4% | -16.6% | +9.2% | -6.7% |
| 6M | -19.3% | -19.9% | +0.6% | -18.5% |
| YTD | -27.8% | -20.2% | -7.6% | -27.1% |
| 1Y | -35.9% | -27.7% | -8.2% | -35.1% |
| 3Y | -1.9% | -43.9% | +42.0% | -0.6% |
| All | -42.1% | -88.5% | +46.5% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling