-19.6%
KWEB vs TPR
+364.3%
-383.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -7.8% | -0.3% | -7.5% | -7.8% |
| 30D | -6.4% | +15.1% | -21.6% | -10.2% |
| 3M | -14.6% | +3.5% | -18.1% | -15.7% |
| 6M | -25.0% | +0.4% | -25.5% | -26.0% |
| YTD | -32.7% | +4.6% | -37.3% | -34.7% |
| 1Y | -37.3% | +33.1% | -70.4% | -43.3% |
| 3Y | -5.9% | +396.0% | -401.9% | -43.8% |
| 5Y | -47.1% | +230.3% | -277.4% | -65.4% |
| All | -19.6% | +364.3% | -383.9% | -53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling