-27.2%
KWEB vs USFR
+4.0%
-31.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | -1.0% | +0.1% | -1.1% | -0.6% |
| 30D | -8.7% | +0.3% | -9.0% | -6.3% |
| 3M | -4.0% | +1.0% | -5.0% | +6.3% |
| 6M | -13.1% | +1.9% | -15.1% | +7.6% |
| YTD | -23.5% | +2.6% | -26.1% | +4.4% |
| 1Y | -27.2% | +4.0% | -31.2% | +24.0% |
| All | -27.2% | +4.0% | -31.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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