+196.6%
B vs KWEB
-1.6%
+198.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.7% |
| 7D | +1.0% | -3.6% | +4.6% | +2.0% |
| 30D | +9.5% | -14.9% | +24.4% | +14.3% |
| 3M | +14.3% | -5.4% | +19.8% | +15.6% |
| 6M | -1.9% | -18.9% | +17.0% | +3.6% |
| YTD | +4.1% | -27.2% | +31.3% | +12.8% |
| 1Y | +56.1% | -34.2% | +90.3% | +72.6% |
| All | +196.6% | -1.6% | +198.1% | +195.4% |
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