+1,003.0%
BE vs KWEB
-47.7%
+1,050.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.3% |
| 7D | +9.0% | -5.6% | +14.6% | +12.6% |
| 30D | +16.3% | -10.7% | +26.9% | +23.9% |
| 3M | +10.8% | -7.4% | +18.2% | +14.3% |
| 6M | +73.2% | -19.3% | +92.5% | +93.8% |
| YTD | +217.4% | -27.8% | +245.1% | +280.0% |
| 1Y | +309.8% | -35.9% | +345.7% | +429.6% |
| 3Y | +1,726.2% | -1.9% | +1,728.1% | +1,639.7% |
| 5Y | +1,306.2% | -43.2% | +1,349.4% | +1,710.6% |
| All | +1,003.0% | -47.7% | +1,050.7% | +1,445.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling