+311.2%
EWY vs KWEB
+20.3%
+290.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.7% |
| 7D | +1.2% | -4.3% | +5.5% | +2.7% |
| 30D | +9.3% | -13.0% | +22.3% | +14.3% |
| 3M | +2.4% | -7.6% | +10.0% | +4.7% |
| 6M | +40.3% | -21.1% | +61.4% | +51.7% |
| YTD | +88.0% | -28.2% | +116.2% | +109.6% |
| 1Y | +143.8% | -34.9% | +178.7% | +180.2% |
| 3Y | +217.8% | -0.8% | +218.5% | +209.6% |
| 5Y | +142.7% | -43.6% | +186.3% | +167.6% |
| 10Y | +291.7% | -21.7% | +313.4% | +261.1% |
| All | +311.2% | +20.3% | +290.9% | +222.2% |
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