+33.9%
NKE vs KWEB
+21.1%
+12.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -4.2% | -5.6% | +1.4% | -2.7% |
| 30D | -8.2% | -10.7% | +2.5% | -5.4% |
| 3M | -19.1% | -7.4% | -11.7% | -17.5% |
| 6M | -32.6% | -19.3% | -13.3% | -28.9% |
| YTD | -40.7% | -27.8% | -13.0% | -35.6% |
| 1Y | -48.9% | -35.9% | -12.9% | -42.7% |
| 3Y | -59.2% | -1.9% | -57.3% | -60.7% |
| 5Y | -75.3% | -43.2% | -32.2% | -73.9% |
| 10Y | -23.1% | -21.2% | -1.9% | -31.8% |
| All | +33.9% | +21.1% | +12.9% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling