+250.5%
GE vs KWEB
+24.8%
+225.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.1% |
| 7D | +1.2% | -1.3% | +2.4% | +1.4% |
| 30D | -9.5% | -11.5% | +2.0% | -7.2% |
| 3M | +4.1% | -2.9% | +7.0% | +4.5% |
| 6M | +3.9% | -14.6% | +18.6% | +7.2% |
| YTD | +9.0% | -25.5% | +34.5% | +15.5% |
| 1Y | +21.9% | -31.1% | +53.0% | +31.1% |
| 3Y | +281.8% | +3.0% | +278.8% | +267.2% |
| 5Y | +436.7% | -42.6% | +479.3% | +465.1% |
| 10Y | +151.5% | -21.1% | +172.7% | +120.9% |
| All | +250.5% | +24.8% | +225.6% | +174.6% |
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