-22.5%
KWEB vs Z
-2.5%
-20.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.4% |
| 7D | -5.6% | -6.0% | +0.5% | -4.1% |
| 30D | -10.7% | -2.3% | -8.4% | -10.5% |
| 3M | -7.4% | -0.6% | -6.8% | -8.1% |
| 6M | -19.3% | -27.6% | +8.3% | -13.5% |
| YTD | -27.8% | -52.4% | +24.6% | -14.3% |
| 1Y | -35.9% | -63.6% | +27.7% | -18.9% |
| 3Y | -1.9% | -36.4% | +34.5% | +1.3% |
| 5Y | -43.2% | -64.6% | +21.4% | -36.7% |
| All | -22.5% | -2.5% | -20.1% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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