-42.1%
KWEB vs ZBRA
-40.4%
-1.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | +0.1% |
| 7D | -5.6% | -3.4% | -2.2% | -4.6% |
| 30D | -10.7% | -7.4% | -3.3% | -8.7% |
| 3M | -7.4% | +57.5% | -64.9% | -21.2% |
| 6M | -19.3% | +64.0% | -83.3% | -32.9% |
| YTD | -27.8% | +44.3% | -72.0% | -37.8% |
| 1Y | -35.9% | +10.9% | -46.8% | -39.8% |
| 3Y | -1.9% | +37.5% | -39.5% | -20.6% |
| All | -42.1% | -40.4% | -1.7% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling