+12.9%
TLT vs KWEB
+24.8%
-12.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.1% |
| 7D | +0.4% | -1.3% | +1.7% | +0.4% |
| 30D | -0.3% | -11.5% | +11.2% | -0.6% |
| 3M | -1.7% | -2.9% | +1.2% | -1.8% |
| 6M | -4.9% | -14.6% | +9.7% | -5.3% |
| YTD | -2.8% | -25.5% | +22.7% | -3.6% |
| 1Y | -4.2% | -31.1% | +26.9% | -5.1% |
| 3Y | -1.1% | +3.0% | -4.1% | -0.5% |
| 5Y | -33.7% | -42.6% | +8.9% | -35.6% |
| 10Y | -20.7% | -21.1% | +0.4% | -16.7% |
| All | +12.9% | +24.8% | -12.0% | +18.4% |
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 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