+23.3%
BA vs KWEB
-21.5%
+44.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.1% | -7.8% | +6.7% | +1.4% |
| 30D | -7.1% | -6.4% | -0.7% | -5.3% |
| 3M | -25.5% | -14.6% | -10.9% | -21.9% |
| 6M | -28.7% | -25.0% | -3.7% | -22.4% |
| YTD | -21.0% | -32.7% | +11.6% | -11.4% |
| 1Y | -11.9% | -37.3% | +25.5% | +1.0% |
| 3Y | -16.2% | -5.9% | -10.3% | -18.3% |
| 5Y | -22.4% | -47.1% | +24.7% | -11.5% |
| All | +23.3% | -21.5% | +44.9% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling