+382.3%
APP vs KWEB
-60.7%
+443.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.7% |
| 7D | +0.3% | -4.3% | +4.6% | +2.3% |
| 30D | -1.3% | -13.0% | +11.7% | +5.1% |
| 3M | -36.2% | -7.6% | -28.6% | -33.8% |
| 6M | -34.1% | -21.1% | -13.0% | -27.1% |
| YTD | -53.3% | -28.2% | -25.1% | -45.9% |
| 1Y | -44.5% | -34.9% | -9.7% | -33.0% |
| 3Y | +646.7% | -0.8% | +647.4% | +612.2% |
| 5Y | +306.4% | -43.6% | +350.0% | +382.2% |
| All | +382.3% | -60.7% | +443.1% | +536.3% |
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