-1.9%
KWEB vs UL
+20.7%
-22.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.6% |
| 7D | -5.6% | -3.4% | -2.2% | -5.1% |
| 30D | -10.7% | +0.5% | -11.2% | -10.7% |
| 3M | -7.4% | +7.2% | -14.7% | -8.6% |
| 6M | -19.3% | -3.1% | -16.3% | -19.2% |
| YTD | -27.8% | -2.7% | -25.0% | -27.8% |
| 1Y | -35.9% | -10.2% | -25.7% | -35.0% |
| 3Y | -1.9% | +20.3% | -22.2% | -10.5% |
| All | -1.9% | +20.7% | -22.6% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling