-11.8%
BA vs KWEB
+0.6%
-12.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | 0.0% | +3.4% | -3.3% | -0.8% |
| 30D | -8.9% | -3.5% | -5.4% | -8.2% |
| 3M | -25.5% | -17.4% | -8.1% | -22.1% |
| 6M | -27.0% | -18.6% | -8.4% | -23.4% |
| YTD | -20.1% | -29.3% | +9.2% | -13.7% |
| 1Y | -11.0% | -35.9% | +24.9% | -1.7% |
| 3Y | -11.8% | -0.1% | -11.8% | -10.6% |
| All | -11.8% | +0.6% | -12.5% | -10.6% |
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