+22.7%
DIS vs KWEB
-20.2%
+42.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +1.9% |
| 7D | -1.3% | -4.3% | +3.1% | -0.4% |
| 30D | +2.2% | -13.0% | +15.2% | +5.1% |
| 3M | +8.1% | -7.6% | +15.7% | +9.7% |
| 6M | +5.2% | -21.1% | +26.4% | +10.1% |
| YTD | -6.3% | -28.2% | +21.9% | -0.2% |
| 1Y | -7.3% | -34.9% | +27.6% | +0.6% |
| 3Y | +33.8% | -0.8% | +34.5% | +29.7% |
| 5Y | -40.7% | -43.6% | +2.8% | -37.8% |
| All | +22.7% | -20.2% | +42.9% | +11.9% |
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