+340.7%
BAC vs KWEB
+12.9%
+327.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.2% | -7.8% | +11.1% | +5.1% |
| 30D | -0.7% | -6.4% | +5.7% | +0.7% |
| 3M | -20.0% | -14.6% | -5.4% | -17.2% |
| 6M | +3.4% | -25.0% | +28.5% | +9.9% |
| YTD | -5.7% | -32.7% | +26.9% | +2.4% |
| 1Y | -1.4% | -37.3% | +35.9% | +8.9% |
| 3Y | +97.9% | -5.9% | +103.8% | +92.4% |
| 5Y | +22.9% | -47.1% | +70.0% | +32.9% |
| 10Y | +235.3% | -22.3% | +257.7% | +177.3% |
| All | +340.7% | +12.9% | +327.9% | +210.9% |
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