+252.4%
APP vs KWEB
-43.9%
+296.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +4.0% | +3.1% |
| 7D | +48.9% | -2.7% | +51.6% | +51.1% |
| 30D | +49.4% | -4.4% | +53.8% | +53.0% |
| 3M | +27.0% | -15.7% | +42.7% | +37.8% |
| 6M | -15.4% | -20.0% | +4.6% | -6.5% |
| YTD | -39.9% | -30.5% | -9.4% | -28.9% |
| 1Y | -32.0% | -36.6% | +4.6% | -16.1% |
| 3Y | +824.3% | -1.7% | +826.0% | +786.0% |
| 5Y | +252.4% | -45.0% | +297.4% | +363.3% |
| All | +252.4% | -43.9% | +296.3% | +363.3% |
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 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