+17.6%
ABNB vs KWEB
-61.0%
+78.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.3% |
| 7D | -6.5% | -5.6% | -0.9% | -4.5% |
| 30D | -5.5% | -10.7% | +5.2% | -1.7% |
| 3M | +30.0% | -7.4% | +37.5% | +33.4% |
| 6M | +27.6% | -19.3% | +46.9% | +36.9% |
| YTD | +25.4% | -27.8% | +53.2% | +39.6% |
| 1Y | +38.3% | -35.9% | +74.2% | +60.2% |
| 3Y | +15.5% | -1.9% | +17.4% | +10.5% |
| 5Y | +3.0% | -43.2% | +46.2% | +13.1% |
| All | +17.6% | -61.0% | +78.6% | +38.4% |
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