+159.7%
GILD vs KWEB
-19.7%
+179.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.8% |
| 7D | -4.8% | -5.6% | +0.7% | -4.3% |
| 30D | +5.8% | -10.7% | +16.5% | +6.9% |
| 3M | +14.9% | -7.4% | +22.3% | +15.7% |
| 6M | -0.4% | -19.3% | +19.0% | +1.5% |
| YTD | +18.5% | -27.8% | +46.3% | +21.9% |
| 1Y | +25.1% | -35.9% | +61.1% | +30.0% |
| 3Y | +105.9% | -1.9% | +107.8% | +103.1% |
| 5Y | +143.0% | -43.2% | +186.2% | +154.2% |
| All | +159.7% | -19.7% | +179.4% | +144.2% |
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