+376.1%
GLW vs KWEB
-45.1%
+421.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.9% |
| 7D | +11.7% | -4.3% | +16.0% | +12.6% |
| 30D | +2.7% | -13.0% | +15.7% | +5.3% |
| 3M | -2.8% | -7.6% | +4.7% | -1.7% |
| 6M | +20.2% | -21.1% | +41.3% | +25.4% |
| YTD | +87.3% | -28.2% | +115.5% | +98.4% |
| 1Y | +119.6% | -34.9% | +154.5% | +136.3% |
| 3Y | +453.7% | -0.8% | +454.4% | +449.6% |
| 5Y | +376.1% | -43.6% | +419.6% | +399.3% |
| All | +376.1% | -45.1% | +421.2% | +399.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling