-1.2%
KWEB vs URA
+116.4%
-117.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -2.0% |
| 7D | -3.6% | +5.7% | -9.3% | -4.9% |
| 30D | -14.9% | +5.6% | -20.5% | -16.2% |
| 3M | -5.4% | +6.2% | -11.6% | -7.4% |
| 6M | -18.9% | -8.2% | -10.6% | -17.9% |
| YTD | -27.2% | +9.7% | -36.9% | -30.1% |
| 1Y | -34.2% | +17.0% | -51.2% | -38.9% |
| All | -1.2% | +116.4% | -117.7% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling