+18.2%
GLD vs KWEB
-35.4%
+53.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.3% |
| 7D | -3.4% | -4.3% | +0.9% | -2.1% |
| 30D | -1.1% | -13.0% | +11.8% | +3.1% |
| 3M | +5.8% | -7.6% | +13.4% | +8.0% |
| 6M | -17.1% | -21.1% | +4.1% | -10.5% |
| YTD | 0.0% | -28.2% | +28.2% | +11.7% |
| 1Y | +18.2% | -34.9% | +53.1% | +34.5% |
| All | +18.2% | -35.4% | +53.6% | +34.5% |
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