+336.8%
AVGO vs KWEB
-2.3%
+339.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.1% |
| 7D | +1.1% | -5.6% | +6.7% | +3.0% |
| 30D | -13.0% | -10.7% | -2.3% | -9.8% |
| 3M | -6.0% | -7.4% | +1.4% | -3.8% |
| 6M | +6.4% | -19.3% | +25.7% | +13.6% |
| YTD | +5.0% | -27.8% | +32.7% | +16.1% |
| 1Y | +1.4% | -35.9% | +37.3% | +16.3% |
| 3Y | +336.8% | -1.9% | +338.7% | +326.0% |
| All | +336.8% | -2.3% | +339.1% | +326.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling