+155.8%
EXC vs KWEB
-19.7%
+175.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -1.1% | -5.6% | +4.5% | -0.7% |
| 30D | -3.6% | -10.7% | +7.0% | -3.0% |
| 3M | -4.3% | -7.4% | +3.2% | -3.9% |
| 6M | -9.9% | -19.3% | +9.4% | -8.8% |
| YTD | +1.8% | -27.8% | +29.5% | +3.7% |
| 1Y | +2.9% | -35.9% | +38.8% | +5.7% |
| 3Y | +19.1% | -1.9% | +21.0% | +17.2% |
| 5Y | +44.8% | -43.2% | +88.0% | +50.0% |
| All | +155.8% | -19.7% | +175.6% | +130.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling