+303.5%
EWY vs KWEB
-19.7%
+323.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.0% |
| 7D | -0.1% | -5.6% | +5.5% | +1.8% |
| 30D | +7.3% | -10.7% | +18.0% | +11.4% |
| 3M | -5.1% | -7.4% | +2.3% | -3.1% |
| 6M | +42.1% | -19.3% | +61.4% | +52.6% |
| YTD | +94.1% | -27.8% | +121.9% | +116.1% |
| 1Y | +147.8% | -35.9% | +183.8% | +186.6% |
| 3Y | +222.9% | -1.9% | +224.9% | +215.8% |
| 5Y | +150.6% | -43.2% | +193.8% | +181.1% |
| All | +303.5% | -19.7% | +323.2% | +255.0% |
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