+124.7%
BMY vs KWEB
+22.0%
+102.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -4.8% | -3.6% | -1.2% | -4.4% |
| 30D | -0.7% | -14.9% | +14.2% | +1.0% |
| 3M | +15.3% | -5.4% | +20.7% | +15.9% |
| 6M | +8.5% | -18.9% | +27.4% | +10.8% |
| YTD | +23.4% | -27.2% | +50.7% | +27.3% |
| 1Y | +42.9% | -34.2% | +77.1% | +48.8% |
| 3Y | +22.0% | +0.6% | +21.3% | +19.4% |
| 5Y | +24.3% | -43.5% | +67.8% | +29.4% |
| 10Y | +64.6% | -20.6% | +85.2% | +45.3% |
| All | +124.7% | +22.0% | +102.8% | +71.3% |
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