-18.9%
KWEB vs W
+36.5%
-55.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | -3.6% | +5.9% | -9.5% | -4.1% |
| 30D | -14.9% | -3.0% | -11.9% | -14.7% |
| 3M | -5.4% | +40.3% | -45.8% | -10.4% |
| 6M | -18.9% | +32.2% | -51.1% | -21.6% |
| All | -18.9% | +36.5% | -55.4% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 6mo: compounded portfolio wealth divided by compounded W 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…
6mo analysis · Full analysis span regression · 6 months rolling