+86.1%
FLEX vs KWEB
-35.4%
+121.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -3.1% |
| 7D | +0.1% | -4.3% | +4.4% | +3.3% |
| 30D | -11.8% | -13.0% | +1.2% | -2.3% |
| 3M | -22.6% | -7.6% | -15.0% | -18.9% |
| 6M | +77.3% | -21.1% | +98.5% | +112.8% |
| YTD | +78.8% | -28.2% | +107.0% | +127.4% |
| 1Y | +86.1% | -34.9% | +120.9% | +156.7% |
| All | +86.1% | -35.4% | +121.5% | +156.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling