-12.1%
DOW vs KWEB
-36.7%
+24.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.2% |
| 7D | -1.4% | -5.6% | +4.2% | -0.1% |
| 30D | -3.9% | -10.7% | +6.7% | -1.4% |
| 3M | -12.7% | -7.4% | -5.3% | -11.3% |
| 6M | -13.7% | -19.3% | +5.6% | -9.9% |
| YTD | +28.4% | -27.8% | +56.1% | +37.7% |
| 1Y | +21.8% | -35.9% | +57.7% | +34.6% |
| 3Y | -35.7% | -1.9% | -33.8% | -36.4% |
| 5Y | -36.8% | -43.2% | +6.4% | -28.8% |
| All | -12.1% | -36.7% | +24.6% | -34.4% |
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