-27.2%
KWEB vs TPR
+18.2%
-45.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -1.0% | -2.7% | +1.6% | -0.5% |
| 30D | -8.7% | -23.3% | +14.5% | -4.0% |
| 3M | -4.0% | -12.8% | +8.8% | -1.8% |
| 6M | -13.1% | -21.7% | +8.6% | -9.9% |
| YTD | -23.5% | -3.9% | -19.6% | -23.3% |
| 1Y | -27.2% | +16.9% | -44.1% | -27.1% |
| All | -27.2% | +18.2% | -45.3% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling