+180.7%
GLD vs KWEB
+12.9%
+167.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.6% | -7.8% | +3.3% | -4.3% |
| 30D | -5.5% | -6.4% | +1.0% | -5.2% |
| 3M | -10.9% | -14.6% | +3.7% | -10.4% |
| 6M | -17.4% | -25.0% | +7.6% | -16.6% |
| YTD | -10.3% | -32.7% | +22.3% | -9.1% |
| 1Y | -7.2% | -37.3% | +30.2% | -5.7% |
| 3Y | +96.9% | -5.9% | +102.8% | +97.4% |
| 5Y | +103.8% | -47.1% | +150.9% | +104.3% |
| 10Y | +203.5% | -22.3% | +225.9% | +213.6% |
| All | +180.7% | +12.9% | +167.9% | +193.8% |
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