-35.9%
KWEB vs TRU
-13.7%
-22.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -5.6% | -2.7% | -2.8% | -5.3% |
| 30D | -10.7% | -2.0% | -8.6% | -10.6% |
| 3M | -7.4% | +18.4% | -25.9% | -9.2% |
| 6M | -19.3% | +8.9% | -28.2% | -20.3% |
| YTD | -27.8% | -8.9% | -18.8% | -28.3% |
| 1Y | -35.9% | -15.9% | -20.1% | -37.2% |
| All | -35.9% | -13.7% | -22.3% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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