+221.3%
GLD vs KWEB
+28.2%
+193.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | +4.4% | -8.7% | +13.1% | +4.7% |
| 3M | -1.1% | -4.0% | +2.9% | -1.0% |
| 6M | -13.8% | -13.1% | -0.6% | -13.4% |
| YTD | +2.6% | -23.5% | +26.1% | +3.5% |
| 1Y | +24.5% | -27.2% | +51.7% | +25.7% |
| 3Y | +125.8% | -2.1% | +128.0% | +125.7% |
| 5Y | +137.8% | -40.8% | +178.6% | +137.3% |
| 10Y | +221.4% | -17.5% | +238.8% | +229.2% |
| All | +221.3% | +28.2% | +193.0% | +234.6% |
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