-22.5%
KWEB vs URI
+1,233.9%
-1,256.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -5.6% | -2.1% | -3.5% | -5.1% |
| 30D | -10.7% | -12.4% | +1.7% | -7.6% |
| 3M | -7.4% | -7.3% | -0.1% | -6.2% |
| 6M | -19.3% | +27.2% | -46.5% | -26.0% |
| YTD | -27.8% | +23.0% | -50.7% | -33.7% |
| 1Y | -35.9% | +3.9% | -39.9% | -38.5% |
| 3Y | -1.9% | +121.6% | -123.6% | -27.2% |
| 5Y | -43.2% | +201.1% | -244.2% | -62.4% |
| All | -22.5% | +1,233.9% | -1,256.4% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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