-5.6%
KWEB vs USAR
+53.8%
-59.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.6% | +0.8% |
| 7D | -5.6% | -11.6% | +6.1% | -5.2% |
| 30D | -10.7% | -15.5% | +4.8% | -10.3% |
| 3M | -7.4% | -31.0% | +23.6% | -6.5% |
| 6M | -19.3% | -26.2% | +6.9% | -19.0% |
| YTD | -27.8% | +30.8% | -58.5% | -28.5% |
| 1Y | -35.9% | +7.1% | -43.0% | -36.6% |
| 3Y | -1.9% | +53.0% | -54.9% | -6.7% |
| All | -5.6% | +53.8% | -59.3% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling