+39.9%
F vs KWEB
+18.4%
+21.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +1.0% | +3.4% | -2.4% | +0.1% |
| 30D | +2.1% | -3.5% | +5.6% | +3.0% |
| 3M | -10.3% | -17.4% | +7.1% | -5.8% |
| 6M | +3.3% | -18.6% | +21.8% | +8.5% |
| YTD | -2.0% | -29.3% | +27.4% | +6.7% |
| 1Y | -2.3% | -35.9% | +33.6% | +9.1% |
| 3Y | +49.9% | -0.1% | +49.9% | +44.7% |
| 5Y | -12.5% | -41.2% | +28.7% | -7.5% |
| 10Y | +74.3% | -18.9% | +93.2% | +51.2% |
| All | +39.9% | +18.4% | +21.4% | -2.2% |
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