+69.1%
CSCO vs KWEB
-35.0%
+104.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.3% |
| 7D | +2.7% | -5.6% | +8.2% | +3.6% |
| 30D | -9.5% | -10.7% | +1.2% | -7.9% |
| 3M | -7.6% | -7.4% | -0.2% | -6.4% |
| 6M | +44.9% | -19.3% | +64.2% | +49.1% |
| YTD | +47.7% | -27.8% | +75.4% | +56.7% |
| 1Y | +69.1% | -35.9% | +105.0% | +83.8% |
| All | +69.1% | -35.0% | +104.1% | +83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling