+24.5%
BX vs KWEB
-2.3%
+26.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | -5.6% | -5.6% | 0.0% | -4.3% |
| 30D | -12.2% | -10.7% | -1.6% | -9.8% |
| 3M | +7.4% | -7.4% | +14.8% | +9.2% |
| 6M | +22.2% | -19.3% | +41.5% | +28.2% |
| YTD | -14.0% | -27.8% | +13.7% | -7.3% |
| 1Y | -27.3% | -35.9% | +8.6% | -19.7% |
| 3Y | +24.5% | -1.9% | +26.5% | +22.3% |
| All | +24.5% | -2.3% | +26.8% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling