+977.1%
BE vs KWEB
-47.3%
+1,024.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.6% |
| 7D | +23.9% | -3.6% | +27.5% | +26.4% |
| 30D | +27.8% | -14.9% | +42.7% | +39.8% |
| 3M | +3.7% | -5.4% | +9.1% | +5.6% |
| 6M | +78.0% | -18.9% | +96.8% | +98.3% |
| YTD | +209.9% | -27.2% | +237.1% | +269.3% |
| 1Y | +389.6% | -34.2% | +423.8% | +523.3% |
| 3Y | +1,730.6% | +0.6% | +1,730.0% | +1,617.0% |
| 5Y | +1,227.8% | -43.5% | +1,271.3% | +1,619.4% |
| All | +977.1% | -47.3% | +1,024.4% | +1,402.3% |
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