+85.9%
EEM vs KWEB
-2.3%
+88.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.5% |
| 3M | +1.0% | -7.4% | +8.4% | +3.7% |
| 6M | +15.9% | -19.3% | +35.2% | +25.4% |
| YTD | +24.6% | -27.8% | +52.4% | +40.2% |
| 1Y | +32.3% | -35.9% | +68.2% | +55.2% |
| 3Y | +85.9% | -1.9% | +87.8% | +82.6% |
| All | +85.9% | -2.3% | +88.2% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling