-39.4%
KWEB vs TW
+209.8%
-249.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -4.3% | -2.7% | -1.6% | -3.5% |
| 30D | -13.0% | -1.7% | -11.3% | -12.6% |
| 3M | -7.6% | +1.6% | -9.2% | -8.6% |
| 6M | -21.1% | -17.7% | -3.4% | -16.9% |
| YTD | -28.2% | -4.3% | -23.9% | -28.4% |
| 1Y | -34.9% | -13.1% | -21.8% | -33.0% |
| 3Y | -0.8% | +20.3% | -21.0% | -12.1% |
| 5Y | -43.6% | +22.0% | -65.5% | -51.4% |
| All | -39.4% | +209.8% | -249.2% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling