+338.5%
COP vs KWEB
-19.7%
+358.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | +2.3% | -5.6% | +7.9% | +3.3% |
| 30D | +8.6% | -10.7% | +19.3% | +10.7% |
| 3M | +19.9% | -7.4% | +27.3% | +21.2% |
| 6M | +19.0% | -19.3% | +38.3% | +22.8% |
| YTD | +50.0% | -27.8% | +77.7% | +57.8% |
| 1Y | +50.5% | -35.9% | +86.5% | +61.8% |
| 3Y | +25.2% | -1.9% | +27.1% | +21.4% |
| 5Y | +194.3% | -43.2% | +237.5% | +215.8% |
| All | +338.5% | -19.7% | +358.2% | +293.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling