+27.5%
KWEB vs TMF
-69.0%
+96.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | -1.0% | -1.4% | +0.4% | -1.1% |
| 30D | -8.7% | -2.8% | -5.9% | -8.9% |
| 3M | -4.0% | -10.9% | +6.9% | -4.6% |
| 6M | -13.1% | -21.3% | +8.2% | -14.4% |
| YTD | -23.5% | -15.9% | -7.6% | -24.2% |
| 1Y | -27.2% | -15.7% | -11.4% | -27.8% |
| 3Y | -2.1% | -43.4% | +41.2% | -4.8% |
| 5Y | -40.8% | -87.8% | +47.0% | -51.4% |
| 10Y | -17.5% | -86.7% | +69.3% | -26.7% |
| All | +27.5% | -69.0% | +96.5% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling