+339.2%
GLW vs KWEB
-5.9%
+345.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +7.7% | -7.8% | +15.6% | +9.7% |
| 30D | -18.8% | -6.4% | -12.4% | -17.8% |
| 3M | -27.7% | -14.6% | -13.1% | -25.2% |
| 6M | -44.4% | -25.0% | -19.4% | -40.6% |
| YTD | +31.3% | -32.7% | +63.9% | +42.9% |
| 1Y | +40.0% | -37.3% | +77.4% | +54.3% |
| 3Y | +339.2% | -5.9% | +345.1% | +360.4% |
| All | +339.2% | -5.9% | +345.1% | +360.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling