-35.9%
KWEB vs TXT
0.0%
-36.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.3% |
| 7D | -5.6% | +2.5% | -8.0% | -5.9% |
| 30D | -10.7% | -8.9% | -1.8% | -9.4% |
| 3M | -7.4% | -13.6% | +6.1% | -5.4% |
| 6M | -19.3% | -13.1% | -6.2% | -18.1% |
| YTD | -27.8% | -7.0% | -20.7% | -28.4% |
| 1Y | -35.9% | -1.4% | -34.5% | -36.9% |
| All | -35.9% | 0.0% | -36.0% | -36.9% |
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