-20.7%
TLT vs KWEB
-19.7%
-1.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | -1.6% | -5.6% | +3.9% | -1.7% |
| 30D | -1.1% | -10.7% | +9.5% | -1.3% |
| 3M | -4.9% | -7.4% | +2.6% | -4.9% |
| 6M | -5.0% | -19.3% | +14.3% | -5.3% |
| YTD | -4.4% | -27.8% | +23.4% | -4.8% |
| 1Y | -6.4% | -35.9% | +29.6% | -6.9% |
| 3Y | -2.0% | -1.9% | -0.1% | -1.8% |
| 5Y | -35.0% | -43.2% | +8.2% | -36.8% |
| All | -20.7% | -19.7% | -1.0% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling