+968.4%
BX vs KWEB
+22.0%
+946.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -2.9% |
| 7D | -5.7% | -3.6% | -2.1% | -4.5% |
| 30D | -8.9% | -14.9% | +6.0% | -3.9% |
| 3M | +8.4% | -5.4% | +13.8% | +10.2% |
| 6M | +18.9% | -18.9% | +37.8% | +27.0% |
| YTD | -13.6% | -27.2% | +13.6% | -4.4% |
| 1Y | -22.4% | -34.2% | +11.8% | -11.4% |
| 3Y | +26.0% | +0.6% | +25.4% | +19.2% |
| 5Y | +18.8% | -43.5% | +62.3% | +29.3% |
| 10Y | +668.7% | -20.6% | +689.3% | +529.6% |
| All | +968.4% | +22.0% | +946.5% | +566.4% |
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