+216.0%
C vs KWEB
-5.9%
+221.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +4.2% | -7.8% | +12.0% | +5.8% |
| 30D | +2.0% | -6.4% | +8.4% | +3.2% |
| 3M | -10.1% | -14.6% | +4.5% | -7.4% |
| 6M | +1.0% | -25.0% | +26.0% | +6.7% |
| YTD | +8.5% | -32.7% | +41.1% | +16.8% |
| 1Y | +25.7% | -37.3% | +63.0% | +37.3% |
| 3Y | +216.0% | -5.9% | +221.9% | +221.6% |
| All | +216.0% | -5.9% | +221.9% | +221.6% |
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