-39.0%
KWEB vs TW
+206.7%
-245.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -5.6% | -4.5% | -1.1% | -4.2% |
| 30D | -10.7% | -2.3% | -8.4% | -10.1% |
| 3M | -7.4% | +2.6% | -10.0% | -8.7% |
| 6M | -19.3% | -17.5% | -1.8% | -15.0% |
| YTD | -27.8% | -5.3% | -22.4% | -27.7% |
| 1Y | -35.9% | -14.8% | -21.2% | -33.7% |
| 3Y | -1.9% | +18.8% | -20.8% | -12.8% |
| 5Y | -43.2% | +20.7% | -63.9% | -51.0% |
| All | -39.0% | +206.7% | -245.7% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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