-22.5%
KWEB vs UL
+66.7%
-89.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.4% |
| 7D | -5.6% | -3.4% | -2.2% | -4.4% |
| 30D | -10.7% | +0.5% | -11.2% | -10.9% |
| 3M | -7.4% | +7.2% | -14.7% | -10.0% |
| 6M | -19.3% | -3.1% | -16.3% | -18.9% |
| YTD | -27.8% | -2.7% | -25.0% | -27.6% |
| 1Y | -35.9% | -10.2% | -25.7% | -34.1% |
| 3Y | -1.9% | +20.3% | -22.2% | -11.1% |
| 5Y | -43.2% | +19.9% | -63.1% | -49.4% |
| All | -22.5% | +66.7% | -89.2% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling