+379.9%
CSCO vs KWEB
-19.7%
+399.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.3% |
| 7D | +2.7% | -5.6% | +8.2% | +3.7% |
| 30D | -9.5% | -10.7% | +1.2% | -7.7% |
| 3M | -7.6% | -7.4% | -0.2% | -6.5% |
| 6M | +44.9% | -19.3% | +64.2% | +49.8% |
| YTD | +47.7% | -27.8% | +75.4% | +55.6% |
| 1Y | +69.1% | -35.9% | +105.0% | +81.7% |
| 3Y | +113.5% | -1.9% | +115.5% | +108.5% |
| 5Y | +122.8% | -43.2% | +165.9% | +138.6% |
| All | +379.9% | -19.7% | +399.7% | +323.4% |
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 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