-43.5%
KWEB vs TPR
+225.0%
-268.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.0% |
| 7D | -3.6% | -7.3% | +3.7% | -0.6% |
| 30D | -14.9% | -30.7% | +15.8% | -2.3% |
| 3M | -5.4% | -21.6% | +16.2% | +2.9% |
| 6M | -18.9% | -21.3% | +2.5% | -12.6% |
| YTD | -27.2% | -10.2% | -17.1% | -26.4% |
| 1Y | -34.2% | +9.5% | -43.7% | -39.5% |
| 3Y | +0.6% | +280.8% | -280.2% | -54.5% |
| 5Y | -43.5% | +218.7% | -262.2% | -72.8% |
| All | -43.5% | +225.0% | -268.4% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling