+1,278.0%
AAPL vs KWEB
-19.7%
+1,297.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.6% |
| 7D | +3.8% | -5.6% | +9.4% | +5.5% |
| 30D | +9.9% | -10.7% | +20.6% | +13.4% |
| 3M | +12.5% | -7.4% | +19.9% | +14.7% |
| 6M | +27.6% | -19.3% | +46.9% | +34.8% |
| YTD | +22.6% | -27.8% | +50.3% | +33.2% |
| 1Y | +45.0% | -35.9% | +80.9% | +62.7% |
| 3Y | +87.8% | -1.9% | +89.7% | +80.8% |
| 5Y | +128.7% | -43.2% | +171.9% | +151.1% |
| All | +1,278.0% | -19.7% | +1,297.7% | +1,081.6% |
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 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