+21.3%
KWEB vs UL
+110.8%
-89.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.7% |
| 7D | -3.6% | -3.2% | -0.4% | -2.4% |
| 30D | -14.9% | -0.6% | -14.3% | -14.7% |
| 3M | -5.4% | +9.4% | -14.9% | -9.1% |
| 6M | -18.9% | -4.1% | -14.7% | -18.0% |
| YTD | -27.2% | -2.0% | -25.2% | -27.3% |
| 1Y | -34.2% | -9.0% | -25.3% | -32.6% |
| 3Y | +0.6% | +21.8% | -21.2% | -10.1% |
| 5Y | -43.5% | +20.6% | -64.1% | -50.1% |
| 10Y | -20.6% | +67.7% | -88.3% | -41.7% |
| All | +21.3% | +110.8% | -89.5% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling