-1.2%
KWEB vs TPR
+279.7%
-280.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.5% |
| 7D | -3.6% | -7.3% | +3.7% | -1.9% |
| 30D | -14.9% | -30.7% | +15.8% | -7.7% |
| 3M | -5.4% | -21.6% | +16.2% | -0.5% |
| 6M | -18.9% | -21.3% | +2.5% | -15.1% |
| YTD | -27.2% | -10.2% | -17.1% | -26.4% |
| 1Y | -34.2% | +9.5% | -43.7% | -36.8% |
| All | -1.2% | +279.7% | -280.9% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling