+7,765.4%
AMD vs KWEB
-21.5%
+7,786.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.8% | -8.8% |
| 7D | +18.9% | -7.8% | +26.8% | +23.3% |
| 30D | -6.4% | -6.4% | 0.0% | -4.0% |
| 3M | +10.6% | -14.6% | +25.2% | +18.4% |
| 6M | +19.9% | -25.0% | +44.9% | +36.0% |
| YTD | +149.4% | -32.7% | +182.0% | +200.1% |
| 1Y | +115.4% | -37.3% | +152.7% | +168.8% |
| 3Y | +357.3% | -5.9% | +363.2% | +349.2% |
| 5Y | +261.1% | -47.1% | +308.2% | +355.2% |
| All | +7,765.4% | -21.5% | +7,786.9% | +5,712.5% |
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