+153.4%
EFA vs KWEB
+20.3%
+133.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.5% |
| 7D | -2.4% | -4.3% | +2.0% | -1.4% |
| 30D | -2.2% | -13.0% | +10.7% | +0.8% |
| 3M | +5.7% | -7.6% | +13.2% | +7.3% |
| 6M | +8.2% | -21.1% | +29.3% | +13.8% |
| YTD | +11.8% | -28.2% | +40.0% | +19.9% |
| 1Y | +18.3% | -34.9% | +53.2% | +29.4% |
| 3Y | +64.9% | -0.8% | +65.7% | +60.4% |
| 5Y | +52.4% | -43.6% | +95.9% | +61.1% |
| 10Y | +142.4% | -21.7% | +164.1% | +114.7% |
| All | +153.4% | +20.3% | +133.1% | +96.6% |
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 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