-22.5%
KWEB vs TTMI
+1,127.6%
-1,150.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | 0.0% |
| 7D | -5.6% | +0.7% | -6.2% | -5.7% |
| 30D | -10.7% | -8.4% | -2.2% | -9.5% |
| 3M | -7.4% | -32.5% | +25.0% | -1.6% |
| 6M | -19.3% | +32.5% | -51.8% | -28.3% |
| YTD | -27.8% | +83.2% | -111.0% | -41.9% |
| 1Y | -35.9% | +161.7% | -197.6% | -54.0% |
| 3Y | -1.9% | +890.1% | -892.1% | -53.7% |
| 5Y | -43.2% | +832.4% | -875.6% | -73.7% |
| All | -22.5% | +1,127.6% | -1,150.1% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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