-1.9%
KWEB vs ZBRA
+35.9%
-37.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | +0.3% |
| 7D | -5.6% | -3.4% | -2.2% | -4.9% |
| 30D | -10.7% | -7.4% | -3.3% | -9.4% |
| 3M | -7.4% | +57.5% | -64.9% | -16.4% |
| 6M | -19.3% | +64.0% | -83.3% | -28.3% |
| YTD | -27.8% | +44.3% | -72.0% | -34.3% |
| 1Y | -35.9% | +10.9% | -46.8% | -38.1% |
| 3Y | -1.9% | +37.5% | -39.5% | -15.1% |
| All | -1.9% | +35.9% | -37.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling