+157.2%
EXC vs KWEB
-20.2%
+177.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -1.6% | -4.3% | +2.7% | -1.4% |
| 30D | -2.4% | -13.0% | +10.6% | -1.5% |
| 3M | -4.0% | -7.6% | +3.6% | -3.6% |
| 6M | -9.8% | -21.1% | +11.4% | -8.5% |
| YTD | +2.3% | -28.2% | +30.5% | +4.3% |
| 1Y | +3.8% | -34.9% | +38.7% | +6.5% |
| 3Y | +19.7% | -0.8% | +20.5% | +17.7% |
| 5Y | +45.6% | -43.6% | +89.2% | +50.9% |
| All | +157.2% | -20.2% | +177.4% | +132.2% |
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 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