+27.5%
KWEB vs UAL
+217.7%
-190.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -8.7% | -16.1% | +7.4% | -5.7% |
| 3M | -4.0% | +6.1% | -10.1% | -5.7% |
| 6M | -13.1% | +10.8% | -24.0% | -16.0% |
| YTD | -23.5% | -0.4% | -23.1% | -24.7% |
| 1Y | -27.2% | +5.0% | -32.2% | -29.4% |
| 3Y | -2.1% | +124.0% | -126.1% | -22.4% |
| 5Y | -40.8% | +141.0% | -181.8% | -54.9% |
| 10Y | -17.5% | +118.0% | -135.5% | -40.8% |
| All | +27.5% | +217.7% | -190.2% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling