-27.2%
KWEB vs USAR
+27.9%
-55.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.0% |
| 7D | -1.0% | -2.1% | +1.1% | -0.9% |
| 30D | -8.7% | +2.6% | -11.3% | -9.0% |
| 3M | -4.0% | -35.0% | +31.0% | -1.9% |
| 6M | -13.1% | -6.9% | -6.3% | -13.6% |
| YTD | -23.5% | +48.0% | -71.5% | -25.7% |
| 1Y | -27.2% | +24.8% | -52.0% | -27.5% |
| All | -27.2% | +27.9% | -55.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling