-33.9%
KWEB vs TXG
+406.9%
-440.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.4% | +1.1% | +4.3% |
| 7D | +5.8% | -19.3% | +25.0% | +7.0% |
| 30D | -1.0% | -30.9% | +29.9% | +0.9% |
| 3M | -15.8% | +41.1% | -56.9% | -18.5% |
| 6M | -14.9% | +211.9% | -226.8% | -23.1% |
| YTD | -28.6% | +314.0% | -342.6% | -36.6% |
| 1Y | -33.9% | +405.4% | -439.3% | -42.1% |
| All | -33.9% | +406.9% | -440.8% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling