+134.7%
BA vs KWEB
+28.2%
+106.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.2% |
| 7D | +1.2% | -1.0% | +2.2% | +1.5% |
| 30D | -11.6% | -8.7% | -2.9% | -9.2% |
| 3M | -2.4% | -4.0% | +1.6% | -1.4% |
| 6M | -6.6% | -13.1% | +6.5% | -2.9% |
| YTD | -2.2% | -23.5% | +21.3% | +5.5% |
| 1Y | -8.0% | -27.2% | +19.1% | +0.5% |
| 3Y | -5.0% | -2.1% | -2.9% | -8.4% |
| 5Y | -2.7% | -40.8% | +38.1% | +4.3% |
| 10Y | +75.9% | -17.5% | +93.3% | +57.4% |
| All | +134.7% | +28.2% | +106.4% | +83.5% |
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