-74.7%
NKE vs KWEB
-42.7%
-32.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -4.2% | -5.6% | +1.4% | -2.9% |
| 30D | -8.2% | -10.7% | +2.5% | -5.8% |
| 3M | -19.1% | -7.4% | -11.7% | -17.7% |
| 6M | -32.6% | -19.3% | -13.3% | -29.4% |
| YTD | -40.7% | -27.8% | -13.0% | -36.4% |
| 1Y | -48.9% | -35.9% | -12.9% | -43.6% |
| 3Y | -59.2% | -1.9% | -57.3% | -60.4% |
| All | -74.7% | -42.7% | -32.0% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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