-1.2%
KWEB vs URI
+125.2%
-126.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | -3.6% | +5.0% | -8.6% | -4.3% |
| 30D | -14.9% | -9.4% | -5.5% | -13.6% |
| 3M | -5.4% | -5.8% | +0.4% | -4.9% |
| 6M | -18.9% | +25.8% | -44.7% | -23.2% |
| YTD | -27.2% | +27.9% | -55.1% | -31.8% |
| 1Y | -34.2% | +9.7% | -43.9% | -36.3% |
| All | -1.2% | +125.2% | -126.4% | -23.2% |
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