-1.9%
KWEB vs USFR
+14.1%
-16.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.5% |
| 7D | -5.6% | +0.1% | -5.7% | -5.8% |
| 30D | -10.7% | +0.4% | -11.0% | -11.3% |
| 3M | -7.4% | +1.0% | -8.5% | -9.1% |
| 6M | -19.3% | +2.0% | -21.3% | -22.3% |
| YTD | -27.8% | +2.8% | -30.5% | -31.7% |
| 1Y | -35.9% | +4.1% | -40.0% | -41.6% |
| 3Y | -1.9% | +14.1% | -16.1% | -22.8% |
| All | -1.9% | +14.1% | -16.1% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling