+102.0%
FISV vs KWEB
+20.3%
+81.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.8% |
| 7D | -7.2% | -4.3% | -2.9% | -6.4% |
| 30D | -7.2% | -13.0% | +5.8% | -4.7% |
| 3M | -8.2% | -7.6% | -0.6% | -6.9% |
| 6M | -17.7% | -21.1% | +3.4% | -14.2% |
| YTD | -27.2% | -28.2% | +1.1% | -22.7% |
| 1Y | -63.0% | -34.9% | -28.1% | -60.0% |
| 3Y | -59.8% | -0.8% | -59.0% | -61.1% |
| 5Y | -55.8% | -43.6% | -12.2% | -53.6% |
| 10Y | -2.4% | -21.7% | +19.3% | -13.3% |
| All | +102.0% | +20.3% | +81.7% | +56.4% |
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