+37.5%
F vs KWEB
+2.7%
+34.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -3.6% |
| 7D | +1.2% | -1.3% | +2.4% | +1.5% |
| 30D | +1.2% | -11.5% | +12.7% | +4.2% |
| 3M | -5.7% | -2.9% | -2.7% | -5.1% |
| 6M | +17.9% | -14.6% | +32.6% | +22.2% |
| YTD | +10.4% | -25.5% | +35.9% | +17.9% |
| 1Y | +25.3% | -31.1% | +56.4% | +36.0% |
| 3Y | +37.5% | +3.0% | +34.5% | +32.5% |
| All | +37.5% | +2.7% | +34.7% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling