+67.3%
F vs KWEB
-21.5%
+88.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.1% | -7.8% | +4.7% | -1.1% |
| 30D | 0.0% | -6.4% | +6.5% | +1.7% |
| 3M | -13.2% | -14.6% | +1.4% | -9.7% |
| 6M | -10.2% | -25.0% | +14.8% | -3.8% |
| YTD | -4.9% | -32.7% | +27.7% | +4.5% |
| 1Y | -6.1% | -37.3% | +31.2% | +5.1% |
| 3Y | +46.0% | -5.9% | +51.9% | +43.3% |
| 5Y | -15.7% | -47.1% | +31.4% | -7.6% |
| All | +67.3% | -21.5% | +88.8% | +45.1% |
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