+441.5%
BAC vs KWEB
+28.2%
+413.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.5% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | -0.4% | -8.7% | +8.3% | +1.6% |
| 3M | +16.9% | -4.0% | +20.9% | +17.7% |
| 6M | +26.6% | -13.1% | +39.7% | +30.1% |
| YTD | +15.8% | -23.5% | +39.3% | +22.4% |
| 1Y | +27.2% | -27.2% | +54.3% | +35.7% |
| 3Y | +132.4% | -2.1% | +134.5% | +124.3% |
| 5Y | +72.6% | -40.8% | +113.4% | +81.2% |
| 10Y | +389.7% | -17.5% | +407.2% | +303.4% |
| All | +441.5% | +28.2% | +413.2% | +271.6% |
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 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