+24.1%
KWEB vs TPR
+221.0%
-196.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -1.6% |
| 7D | -1.3% | -3.4% | +2.1% | -0.3% |
| 30D | -11.5% | -27.3% | +15.8% | -3.8% |
| 3M | -2.9% | -16.2% | +13.3% | +1.2% |
| 6M | -14.6% | -17.9% | +3.2% | -10.9% |
| YTD | -25.5% | -7.1% | -18.4% | -25.2% |
| 1Y | -31.1% | +13.6% | -44.7% | -35.0% |
| 3Y | +3.0% | +293.7% | -290.8% | -34.3% |
| 5Y | -42.6% | +239.1% | -281.7% | -62.2% |
| 10Y | -21.1% | +311.2% | -332.3% | -54.5% |
| All | +24.1% | +221.0% | -196.9% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling