+197.5%
EWT vs KWEB
-2.3%
+199.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.6% |
| 7D | -1.1% | -5.6% | +4.4% | +0.6% |
| 30D | +4.5% | -10.7% | +15.1% | +8.1% |
| 3M | +8.3% | -7.4% | +15.7% | +10.5% |
| 6M | +54.2% | -19.3% | +73.6% | +64.1% |
| YTD | +74.6% | -27.8% | +102.3% | +91.4% |
| 1Y | +84.9% | -35.9% | +120.8% | +109.5% |
| 3Y | +197.5% | -1.9% | +199.5% | +190.9% |
| All | +197.5% | -2.3% | +199.8% | +190.9% |
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 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