+358.8%
APP vs KWEB
-44.1%
+402.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | 0.0% | -1.4% |
| 7D | +0.1% | -1.3% | +1.4% | +0.7% |
| 30D | -10.0% | -11.5% | +1.5% | -4.7% |
| 3M | -44.6% | -2.9% | -41.7% | -43.8% |
| 6M | -37.9% | -14.6% | -23.2% | -33.6% |
| YTD | -53.7% | -25.5% | -28.2% | -47.0% |
| 1Y | -43.0% | -31.1% | -11.9% | -32.5% |
| 3Y | +640.8% | +3.0% | +637.8% | +592.0% |
| 5Y | +358.8% | -42.6% | +401.4% | +494.1% |
| All | +358.8% | -44.1% | +402.9% | +494.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling