+2.8%
GLD vs KWEB
-34.1%
+36.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +2.1% |
| 7D | -0.3% | +5.8% | -6.1% | -2.2% |
| 30D | -1.9% | -1.0% | -0.9% | -1.6% |
| 3M | -0.4% | -15.8% | +15.4% | +5.5% |
| 6M | -10.2% | -14.9% | +4.8% | -5.0% |
| YTD | -6.0% | -28.6% | +22.6% | +9.5% |
| 1Y | +2.8% | -33.9% | +36.7% | +24.0% |
| All | +2.8% | -34.1% | +36.9% | +24.0% |
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