+64.5%
F vs KWEB
+28.2%
+36.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.9% |
| 7D | +5.3% | -1.0% | +6.4% | +5.6% |
| 30D | +4.6% | -8.7% | +13.3% | +7.1% |
| 3M | -3.7% | -4.0% | +0.3% | -2.8% |
| 6M | +16.8% | -13.1% | +30.0% | +20.8% |
| YTD | +15.3% | -23.5% | +38.8% | +23.1% |
| 1Y | +31.0% | -27.2% | +58.2% | +41.3% |
| 3Y | +45.4% | -2.1% | +47.6% | +41.1% |
| 5Y | +54.7% | -40.8% | +95.4% | +63.0% |
| 10Y | +98.2% | -17.5% | +115.7% | +71.6% |
| All | +64.5% | +28.2% | +36.3% | +12.8% |
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