-22.5%
KWEB vs UAL
+112.5%
-135.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.5% | 0.0% |
| 7D | -5.6% | -1.4% | -4.2% | -5.3% |
| 30D | -10.7% | -12.2% | +1.6% | -8.4% |
| 3M | -7.4% | -2.5% | -4.9% | -7.4% |
| 6M | -19.3% | +21.1% | -40.4% | -23.3% |
| YTD | -27.8% | -1.8% | -26.0% | -28.7% |
| 1Y | -35.9% | +0.4% | -36.4% | -37.3% |
| 3Y | -1.9% | +130.3% | -132.2% | -22.9% |
| 5Y | -43.2% | +147.7% | -190.9% | -57.1% |
| All | -22.5% | +112.5% | -135.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling