-27.4%
KWEB vs TRU
+225.6%
-253.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -4.3% | -9.4% | +5.1% | -1.2% |
| 30D | -13.0% | -4.1% | -8.9% | -12.0% |
| 3M | -7.6% | +13.6% | -21.1% | -12.3% |
| 6M | -21.1% | +3.6% | -24.7% | -23.2% |
| YTD | -28.2% | -9.8% | -18.4% | -27.4% |
| 1Y | -34.9% | -13.6% | -21.2% | -33.6% |
| 3Y | -0.8% | -2.0% | +1.2% | -8.9% |
| 5Y | -43.6% | -35.8% | -7.7% | -39.5% |
| 10Y | -21.7% | +142.9% | -164.6% | -53.6% |
| All | -27.4% | +225.6% | -253.0% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling