-5.9%
KWEB vs URI
+153.1%
-159.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -7.8% | +6.7% | -14.6% | -8.6% |
| 30D | -6.4% | +8.9% | -15.3% | -7.7% |
| 3M | -14.6% | +0.5% | -15.1% | -14.9% |
| 6M | -25.0% | +20.7% | -45.7% | -27.7% |
| YTD | -32.7% | +40.0% | -72.7% | -37.6% |
| 1Y | -37.3% | +34.4% | -71.7% | -41.4% |
| 3Y | -5.9% | +149.5% | -155.4% | -21.2% |
| All | -5.9% | +153.1% | -159.0% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling