+2.0%
FISV vs KWEB
-19.7%
+21.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.3% |
| 7D | -2.7% | -5.6% | +2.9% | -1.6% |
| 30D | 0.0% | -10.7% | +10.7% | +2.1% |
| 3M | -2.8% | -7.4% | +4.6% | -1.5% |
| 6M | -11.8% | -19.3% | +7.5% | -8.6% |
| YTD | -23.2% | -27.8% | +4.5% | -18.9% |
| 1Y | -62.0% | -35.9% | -26.1% | -59.0% |
| 3Y | -57.6% | -1.9% | -55.7% | -58.8% |
| 5Y | -53.4% | -43.2% | -10.2% | -50.6% |
| All | +2.0% | -19.7% | +21.7% | -11.1% |
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