-19.6%
KWEB vs UAL
+80.6%
-100.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -7.8% | -3.0% | -4.8% | -7.4% |
| 30D | -6.4% | +10.5% | -16.9% | -8.5% |
| 3M | -14.6% | -13.5% | -1.1% | -12.5% |
| 6M | -25.0% | +14.2% | -39.3% | -27.9% |
| YTD | -32.7% | -2.2% | -30.4% | -33.7% |
| 1Y | -37.3% | +12.5% | -49.8% | -40.1% |
| 3Y | -5.9% | +186.8% | -192.7% | -29.5% |
| 5Y | -47.1% | +119.4% | -166.5% | -59.4% |
| All | -19.6% | +80.6% | -100.2% | -36.8% |
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