-13.3%
F vs KWEB
-42.9%
+29.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +1.0% | +3.4% | -2.4% | +0.2% |
| 30D | +2.1% | -3.5% | +5.6% | +2.9% |
| 3M | -10.3% | -17.4% | +7.1% | -6.4% |
| 6M | +3.3% | -18.6% | +21.8% | +7.8% |
| YTD | -2.0% | -29.3% | +27.4% | +5.5% |
| 1Y | -2.3% | -35.9% | +33.6% | +7.4% |
| 3Y | +49.9% | -0.1% | +49.9% | +45.9% |
| All | -13.3% | -42.9% | +29.6% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling