+523.8%
CSCO vs KWEB
+24.8%
+499.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | -10.1% | -11.5% | +1.4% | -8.0% |
| 3M | -11.7% | -2.9% | -8.8% | -11.4% |
| 6M | +40.1% | -14.6% | +54.7% | +43.6% |
| YTD | +43.8% | -25.5% | +69.3% | +51.2% |
| 1Y | +66.6% | -31.1% | +97.7% | +77.5% |
| 3Y | +108.5% | +3.0% | +105.5% | +101.2% |
| 5Y | +114.0% | -42.6% | +156.6% | +125.8% |
| 10Y | +366.8% | -21.1% | +387.9% | +312.4% |
| All | +523.8% | +24.8% | +499.0% | +335.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling