+147.5%
GE vs KWEB
-19.7%
+167.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | -4.0% | -5.6% | +1.6% | -2.9% |
| 30D | -11.4% | -10.7% | -0.7% | -9.4% |
| 3M | -2.6% | -7.4% | +4.8% | -1.3% |
| 6M | -0.3% | -19.3% | +19.0% | +3.8% |
| YTD | +5.4% | -27.8% | +33.1% | +12.1% |
| 1Y | +15.5% | -35.9% | +51.5% | +25.7% |
| 3Y | +260.8% | -1.9% | +262.7% | +251.1% |
| 5Y | +421.6% | -43.2% | +464.8% | +455.4% |
| All | +147.5% | -19.7% | +167.2% | +120.2% |
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 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