-22.5%
KWEB vs URA
+346.2%
-368.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +3.9% | +1.8% |
| 7D | -5.6% | -5.5% | -0.1% | -3.7% |
| 30D | -10.7% | -3.7% | -7.0% | -9.8% |
| 3M | -7.4% | -2.9% | -4.5% | -7.4% |
| 6M | -19.3% | -15.2% | -4.1% | -16.1% |
| YTD | -27.8% | +1.9% | -29.6% | -30.7% |
| 1Y | -35.9% | +6.9% | -42.9% | -41.0% |
| 3Y | -1.9% | +99.6% | -101.5% | -33.6% |
| 5Y | -43.2% | +101.2% | -144.3% | -63.5% |
| All | -22.5% | +346.2% | -368.7% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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