+128.5%
EEM vs KWEB
-19.7%
+148.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | -1.3% | -5.6% | +4.3% | +0.9% |
| 30D | +2.1% | -10.7% | +12.8% | +6.4% |
| 3M | +1.0% | -7.4% | +8.4% | +3.6% |
| 6M | +15.9% | -19.3% | +35.2% | +25.2% |
| YTD | +24.6% | -27.8% | +52.4% | +40.2% |
| 1Y | +32.3% | -35.9% | +68.2% | +55.3% |
| 3Y | +85.9% | -1.9% | +87.8% | +80.5% |
| 5Y | +45.4% | -43.2% | +88.5% | +64.4% |
| All | +128.5% | -19.7% | +148.2% | +96.8% |
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 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