-27.2%
KWEB vs UL
-8.6%
-18.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.0% | -1.3% | +0.3% | -1.0% |
| 30D | -8.7% | +0.5% | -9.2% | -8.7% |
| 3M | -4.0% | +17.6% | -21.6% | -5.0% |
| 6M | -13.1% | -5.4% | -7.8% | -15.0% |
| YTD | -23.5% | +0.7% | -24.2% | -24.0% |
| 1Y | -27.2% | -9.3% | -17.9% | -21.9% |
| All | -27.2% | -8.6% | -18.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling