+128.4%
EEM vs KWEB
+22.0%
+106.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.4% |
| 7D | +2.0% | -3.6% | +5.6% | +3.4% |
| 30D | +5.1% | -14.9% | +20.0% | +11.6% |
| 3M | +4.6% | -5.4% | +10.0% | +6.4% |
| 6M | +17.8% | -18.9% | +36.6% | +27.0% |
| YTD | +25.8% | -27.2% | +53.0% | +41.3% |
| 1Y | +36.4% | -34.2% | +70.6% | +58.8% |
| 3Y | +90.0% | +0.6% | +89.4% | +82.4% |
| 5Y | +46.6% | -43.5% | +90.0% | +63.6% |
| 10Y | +132.3% | -20.6% | +152.8% | +109.4% |
| All | +128.4% | +22.0% | +106.4% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling