+21.3%
KWEB vs TXT
+194.3%
-173.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -3.6% | +0.8% | -4.4% | -3.9% |
| 30D | -14.9% | -10.4% | -4.5% | -11.6% |
| 3M | -5.4% | -14.3% | +8.9% | -0.6% |
| 6M | -18.9% | -15.1% | -3.8% | -14.7% |
| YTD | -27.2% | -8.3% | -18.9% | -25.9% |
| 1Y | -34.2% | -0.7% | -33.5% | -35.0% |
| 3Y | +0.6% | +6.0% | -5.4% | -4.6% |
| 5Y | -43.5% | +12.5% | -56.0% | -47.9% |
| 10Y | -20.6% | +103.2% | -123.8% | -43.6% |
| All | +21.3% | +194.3% | -173.0% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling