+220.1%
EXC vs KWEB
+28.2%
+191.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | +0.3% | -1.0% | +1.3% | +0.3% |
| 30D | -3.7% | -8.7% | +5.0% | -3.2% |
| 3M | -1.3% | -4.0% | +2.7% | -1.1% |
| 6M | -9.7% | -13.1% | +3.4% | -9.0% |
| YTD | +2.9% | -23.5% | +26.4% | +4.5% |
| 1Y | +4.4% | -27.2% | +31.5% | +6.3% |
| 3Y | +22.2% | -2.1% | +24.3% | +20.5% |
| 5Y | +46.7% | -40.8% | +87.5% | +49.9% |
| 10Y | +155.3% | -17.5% | +172.8% | +142.4% |
| All | +220.1% | +28.2% | +191.8% | +200.3% |
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