-42.1%
KWEB vs TNA
-23.3%
-18.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -5.6% | -7.3% | +1.7% | -3.5% |
| 30D | -10.7% | -14.2% | +3.5% | -6.8% |
| 3M | -7.4% | -4.6% | -2.9% | -6.8% |
| 6M | -19.3% | +36.9% | -56.2% | -27.8% |
| YTD | -27.8% | +42.5% | -70.3% | -36.6% |
| 1Y | -35.9% | +45.8% | -81.7% | -44.8% |
| 3Y | -1.9% | +104.7% | -106.6% | -34.5% |
| All | -42.1% | -23.3% | -18.8% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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