+464.3%
FLEX vs KWEB
-1.6%
+465.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.5% |
| 7D | +6.4% | -3.6% | +9.9% | +7.8% |
| 30D | -5.9% | -14.9% | +9.0% | +0.1% |
| 3M | -23.5% | -5.4% | -18.0% | -22.3% |
| 6M | +83.7% | -18.9% | +102.6% | +98.9% |
| YTD | +86.5% | -27.2% | +113.7% | +109.6% |
| 1Y | +100.5% | -34.2% | +134.7% | +132.6% |
| All | +464.3% | -1.6% | +465.8% | +469.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling