+19.6%
KWEB vs WY
+27.3%
-7.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.4% |
| 7D | -4.3% | -3.7% | -0.6% | -3.0% |
| 30D | -13.0% | -11.3% | -1.7% | -9.3% |
| 3M | -7.6% | -8.1% | +0.6% | -5.3% |
| 6M | -21.1% | -7.4% | -13.7% | -19.6% |
| YTD | -28.2% | -4.7% | -23.5% | -27.8% |
| 1Y | -34.9% | -9.2% | -25.7% | -33.5% |
| 3Y | -0.8% | -24.7% | +23.9% | +7.0% |
| 5Y | -43.6% | -21.6% | -22.0% | -40.2% |
| 10Y | -21.7% | +6.7% | -28.3% | -30.3% |
| All | +19.6% | +27.3% | -7.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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