-7.8%
KWEB vs ZYBT
-58.9%
+51.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.7% |
| 7D | -5.6% | -3.7% | -1.8% | -5.6% |
| 30D | -10.7% | 0.0% | -10.7% | -10.7% |
| 3M | -7.4% | +72.2% | -79.6% | -9.6% |
| 6M | -19.3% | +103.1% | -122.5% | -22.0% |
| YTD | -27.8% | +34.8% | -62.5% | -29.6% |
| 1Y | -35.9% | -83.2% | +47.2% | -35.4% |
| All | -7.8% | -58.9% | +51.0% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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