+24.1%
KWEB vs TT
+1,337.5%
-1,313.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -1.3% | +1.6% | -2.9% | -1.9% |
| 30D | -11.5% | -7.3% | -4.2% | -8.9% |
| 3M | -2.9% | -2.6% | -0.3% | -2.7% |
| 6M | -14.6% | +5.9% | -20.5% | -17.5% |
| YTD | -25.5% | +15.4% | -40.9% | -30.8% |
| 1Y | -31.1% | +8.2% | -39.3% | -34.5% |
| 3Y | +3.0% | +122.7% | -119.7% | -31.2% |
| 5Y | -42.6% | +145.0% | -187.6% | -64.2% |
| 10Y | -21.1% | +893.7% | -914.9% | -77.3% |
| All | +24.1% | +1,337.5% | -1,313.4% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling