-2.9%
KWEB vs USFR
+27.6%
-30.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.6% | +0.1% | -3.6% | -3.6% |
| 30D | -14.9% | +0.3% | -15.2% | -15.0% |
| 3M | -5.4% | +1.0% | -6.4% | -5.8% |
| 6M | -18.9% | +1.9% | -20.8% | -19.5% |
| YTD | -27.2% | +2.7% | -29.9% | -28.0% |
| 1Y | -34.2% | +4.0% | -38.2% | -35.3% |
| 3Y | +0.6% | +14.0% | -13.4% | -4.5% |
| 5Y | -43.5% | +20.4% | -63.9% | -47.4% |
| 10Y | -20.6% | +28.0% | -48.6% | -27.6% |
| All | -2.9% | +27.6% | -30.5% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling