-42.1%
KWEB vs TXT
+14.1%
-56.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.3% |
| 7D | -5.6% | +2.4% | -8.0% | -6.6% |
| 30D | -10.7% | -8.9% | -1.8% | -7.0% |
| 3M | -7.4% | -13.6% | +6.2% | -1.8% |
| 6M | -19.3% | -13.1% | -6.2% | -15.0% |
| YTD | -27.8% | -7.0% | -20.7% | -26.9% |
| 1Y | -35.9% | -1.4% | -34.5% | -37.2% |
| 3Y | -1.9% | +6.9% | -8.9% | -12.0% |
| All | -42.1% | +14.1% | -56.2% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling