+24.1%
KWEB vs URA
+91.5%
-67.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.8% | -3.8% |
| 7D | -1.3% | +8.1% | -9.4% | -4.2% |
| 30D | -11.5% | +5.8% | -17.3% | -13.7% |
| 3M | -2.9% | +3.4% | -6.4% | -5.3% |
| 6M | -14.6% | -2.6% | -12.0% | -15.6% |
| YTD | -25.5% | +11.2% | -36.7% | -30.9% |
| 1Y | -31.1% | +19.8% | -50.9% | -39.3% |
| 3Y | +3.0% | +121.5% | -118.5% | -33.2% |
| 5Y | -42.6% | +134.5% | -177.1% | -65.5% |
| 10Y | -21.1% | +376.7% | -397.8% | -67.8% |
| All | +24.1% | +91.5% | -67.4% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling