-22.5%
KWEB vs TT
+961.2%
-983.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.4% |
| 7D | -5.6% | -1.2% | -4.4% | -5.1% |
| 30D | -10.7% | -7.3% | -3.4% | -8.3% |
| 3M | -7.4% | -3.6% | -3.8% | -6.8% |
| 6M | -19.3% | +2.8% | -22.1% | -21.0% |
| YTD | -27.8% | +14.5% | -42.3% | -32.2% |
| 1Y | -35.9% | +7.4% | -43.4% | -38.6% |
| 3Y | -1.9% | +116.2% | -118.2% | -31.5% |
| 5Y | -43.2% | +147.4% | -190.5% | -63.5% |
| All | -22.5% | +961.2% | -983.7% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling