+142.8%
EFA vs KWEB
-19.7%
+162.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -1.5% | -5.6% | +4.0% | -0.3% |
| 30D | -1.7% | -10.7% | +9.0% | +0.7% |
| 3M | +3.5% | -7.4% | +10.9% | +5.0% |
| 6M | +9.5% | -19.3% | +28.8% | +14.3% |
| YTD | +12.9% | -27.8% | +40.6% | +20.5% |
| 1Y | +18.2% | -35.9% | +54.1% | +29.2% |
| 3Y | +64.8% | -1.9% | +66.8% | +61.1% |
| 5Y | +53.9% | -43.2% | +97.1% | +63.5% |
| All | +142.8% | -19.7% | +162.5% | +113.9% |
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