-33.9%
KWEB vs TXT
+9.2%
-43.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.7% | +4.6% |
| 7D | +5.8% | +10.6% | -4.9% | +4.7% |
| 30D | -1.0% | +14.4% | -15.4% | -2.4% |
| 3M | -15.8% | -2.7% | -13.1% | -15.3% |
| 6M | -14.9% | -4.7% | -10.3% | -14.4% |
| YTD | -28.6% | -0.5% | -28.0% | -29.8% |
| 1Y | -33.9% | +8.7% | -42.7% | -36.6% |
| All | -33.9% | +9.2% | -43.1% | -36.6% |
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