-10.7%
KWEB vs Z
+16.2%
-26.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -3.6% | -7.1% | +3.5% | -1.8% |
| 30D | -14.9% | -4.8% | -10.1% | -14.2% |
| 3M | -5.4% | -9.3% | +3.9% | -3.9% |
| 6M | -18.9% | -29.0% | +10.1% | -12.7% |
| YTD | -27.2% | -52.9% | +25.7% | -13.8% |
| 1Y | -34.2% | -63.1% | +28.9% | -17.5% |
| 3Y | +0.6% | -36.9% | +37.5% | +4.2% |
| 5Y | -43.5% | -65.5% | +22.0% | -36.7% |
| 10Y | -20.6% | -3.9% | -16.7% | -32.5% |
| All | -10.7% | +16.2% | -26.9% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling