-27.2%
KWEB vs TXT
-1.0%
-26.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -1.0% | -4.8% | +3.8% | -0.3% |
| 30D | -8.7% | -10.6% | +1.9% | -7.1% |
| 3M | -4.0% | -13.2% | +9.2% | -2.2% |
| 6M | -13.1% | -20.3% | +7.2% | -10.7% |
| YTD | -23.5% | -9.3% | -14.2% | -23.7% |
| 1Y | -27.2% | -2.7% | -24.5% | -26.0% |
| All | -27.2% | -1.0% | -26.2% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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