+19.6%
KWEB vs TTMI
+1,208.4%
-1,188.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.1% |
| 7D | -4.3% | +6.0% | -10.3% | -5.5% |
| 30D | -13.0% | -6.4% | -6.6% | -12.3% |
| 3M | -7.6% | -28.9% | +21.4% | -3.1% |
| 6M | -21.1% | +26.9% | -48.0% | -29.0% |
| YTD | -28.2% | +77.3% | -105.5% | -41.4% |
| 1Y | -34.9% | +147.5% | -182.4% | -52.0% |
| 3Y | -0.8% | +847.6% | -848.4% | -50.6% |
| 5Y | -43.6% | +802.2% | -845.8% | -72.4% |
| 10Y | -21.7% | +1,076.3% | -1,098.0% | -66.0% |
| All | +19.6% | +1,208.4% | -1,188.8% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling