-35.1%
TLT vs KWEB
-45.1%
+10.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | -3.7% | -7.6% | +3.8% | -3.6% |
| 6M | -6.4% | -21.1% | +14.8% | -6.1% |
| YTD | -4.5% | -28.2% | +23.8% | -4.1% |
| 1Y | -5.9% | -34.9% | +29.0% | -5.4% |
| 3Y | -2.8% | -0.8% | -2.0% | -3.2% |
| 5Y | -35.1% | -43.6% | +8.5% | -39.6% |
| All | -35.1% | -45.1% | +10.0% | -39.6% |
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 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