-23.0%
KWEB vs WM
+306.3%
-329.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -4.3% | -3.1% | -1.2% | -3.9% |
| 30D | -13.0% | -5.3% | -7.7% | -12.3% |
| 3M | -7.6% | -4.2% | -3.3% | -7.1% |
| 6M | -21.1% | -8.1% | -13.1% | -20.3% |
| YTD | -28.2% | -1.4% | -26.8% | -28.4% |
| 1Y | -34.9% | +0.2% | -35.1% | -35.4% |
| 3Y | -0.8% | +43.1% | -43.8% | -9.8% |
| 5Y | -43.6% | +49.8% | -93.4% | -50.0% |
| All | -23.0% | +306.3% | -329.4% | -51.6% |
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