+247.6%
DIA vs KWEB
-19.7%
+267.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -1.6% | -5.6% | +4.0% | -0.6% |
| 30D | -2.0% | -10.7% | +8.6% | -0.2% |
| 3M | +3.6% | -7.4% | +11.0% | +4.8% |
| 6M | +11.5% | -19.3% | +30.8% | +15.2% |
| YTD | +10.4% | -27.8% | +38.1% | +16.1% |
| 1Y | +15.6% | -35.9% | +51.5% | +23.8% |
| 3Y | +58.9% | -1.9% | +60.8% | +55.5% |
| 5Y | +65.3% | -43.2% | +108.5% | +75.6% |
| All | +247.6% | -19.7% | +267.3% | +217.3% |
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