-2.1%
TLT vs KWEB
-2.9%
+0.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -1.6% | -4.3% | +2.7% | -1.5% |
| 30D | -1.3% | -13.0% | +11.7% | -1.0% |
| 3M | -3.7% | -7.6% | +3.8% | -3.6% |
| 6M | -6.4% | -21.1% | +14.8% | -5.8% |
| YTD | -4.5% | -28.2% | +23.8% | -3.8% |
| 1Y | -5.9% | -34.9% | +29.0% | -5.0% |
| All | -2.1% | -2.9% | +0.8% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling