+91.7%
BA vs KWEB
+18.4%
+73.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | 0.0% | +3.4% | -3.3% | -1.0% |
| 30D | -8.9% | -3.5% | -5.4% | -8.0% |
| 3M | -25.5% | -17.4% | -8.1% | -21.2% |
| 6M | -27.0% | -18.6% | -8.4% | -22.6% |
| YTD | -20.1% | -29.3% | +9.2% | -11.8% |
| 1Y | -11.0% | -35.9% | +24.9% | +1.2% |
| 3Y | -11.8% | -0.1% | -11.8% | -15.6% |
| 5Y | -20.6% | -41.2% | +20.5% | -14.7% |
| 10Y | +26.6% | -18.9% | +45.6% | +14.0% |
| All | +91.7% | +18.4% | +73.3% | +53.3% |
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