+13,189.0%
AVGO vs KWEB
+22.0%
+13,167.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.3% |
| 7D | -0.8% | -3.6% | +2.8% | +0.4% |
| 30D | -13.7% | -14.9% | +1.2% | -8.9% |
| 3M | -6.9% | -5.4% | -1.5% | -5.4% |
| 6M | +5.8% | -18.9% | +24.6% | +13.2% |
| YTD | +5.7% | -27.2% | +32.9% | +17.4% |
| 1Y | +9.0% | -34.2% | +43.3% | +25.5% |
| 3Y | +340.5% | +0.6% | +339.9% | +321.6% |
| 5Y | +711.1% | -43.5% | +754.5% | +794.9% |
| 10Y | +2,856.4% | -20.6% | +2,877.0% | +2,419.9% |
| All | +13,189.0% | +22.0% | +13,167.1% | +9,535.7% |
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