+391.7%
APP vs KWEB
-58.2%
+449.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.3% |
| 7D | +0.9% | -1.0% | +1.9% | +1.4% |
| 30D | -23.3% | -8.7% | -14.5% | -20.0% |
| 3M | -42.6% | -4.0% | -38.7% | -41.5% |
| 6M | -33.6% | -13.1% | -20.5% | -29.8% |
| YTD | -52.4% | -23.5% | -28.9% | -46.4% |
| 1Y | -35.9% | -27.2% | -8.7% | -26.3% |
| 3Y | +642.2% | -2.1% | +644.3% | +612.8% |
| 5Y | +311.1% | -40.8% | +351.9% | +376.3% |
| All | +391.7% | -58.2% | +449.8% | +530.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling