+71.1%
BA vs KWEB
-20.2%
+91.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -2.7% | -4.3% | +1.6% | -1.4% |
| 30D | -12.2% | -13.0% | +0.8% | -8.4% |
| 3M | -2.0% | -7.6% | +5.6% | +0.2% |
| 6M | -6.0% | -21.1% | +15.2% | +0.9% |
| YTD | -5.7% | -28.2% | +22.5% | +3.9% |
| 1Y | -10.0% | -34.9% | +24.9% | +1.9% |
| 3Y | -3.1% | -0.8% | -2.3% | -7.1% |
| 5Y | -2.6% | -43.6% | +40.9% | +8.1% |
| All | +71.1% | -20.2% | +91.3% | +60.2% |
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