+132.0%
C vs KWEB
-42.3%
+174.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | +2.6% | -3.6% | +6.2% | +3.2% |
| 30D | +1.9% | -14.9% | +16.8% | +4.7% |
| 3M | +2.8% | -5.4% | +8.2% | +3.6% |
| 6M | +30.6% | -18.9% | +49.4% | +34.9% |
| YTD | +19.9% | -27.2% | +47.1% | +26.1% |
| 1Y | +44.6% | -34.2% | +78.8% | +54.5% |
| 3Y | +272.1% | +0.6% | +271.5% | +265.7% |
| 5Y | +132.0% | -43.5% | +175.5% | +144.9% |
| All | +132.0% | -42.3% | +174.3% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling