-19.7%
KWEB vs WM
+331.3%
-350.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.4% |
| 7D | -7.5% | +1.2% | -8.6% | -7.6% |
| 30D | -7.3% | +15.2% | -22.6% | -9.3% |
| 3M | -16.8% | +8.3% | -25.1% | -17.8% |
| 6M | -21.4% | +13.1% | -34.5% | -23.0% |
| YTD | -32.7% | +12.5% | -45.2% | -34.2% |
| 1Y | -38.2% | +21.8% | -60.0% | -40.5% |
| 3Y | -4.8% | +48.8% | -53.6% | -13.2% |
| 5Y | -47.1% | +62.1% | -109.2% | -53.3% |
| All | -19.7% | +331.3% | -350.9% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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