+86.4%
F vs KWEB
-19.7%
+106.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -4.4% | -5.6% | +1.1% | -3.0% |
| 30D | +1.0% | -10.7% | +11.7% | +4.0% |
| 3M | -4.0% | -7.4% | +3.4% | -2.2% |
| 6M | +18.1% | -19.3% | +37.4% | +24.3% |
| YTD | +10.2% | -27.8% | +37.9% | +19.1% |
| 1Y | +24.3% | -35.9% | +60.3% | +38.2% |
| 3Y | +38.1% | -1.9% | +40.0% | +34.1% |
| 5Y | +50.2% | -43.2% | +93.4% | +61.0% |
| All | +86.4% | -19.7% | +106.1% | +62.9% |
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