+170.5%
GM vs KWEB
-2.3%
+172.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.7% |
| 7D | -2.4% | -5.6% | +3.1% | -1.4% |
| 30D | -1.1% | -10.7% | +9.6% | +0.9% |
| 3M | +6.1% | -7.4% | +13.5% | +7.5% |
| 6M | +15.0% | -19.3% | +34.3% | +19.0% |
| YTD | +6.0% | -27.8% | +33.7% | +11.7% |
| 1Y | +47.1% | -35.9% | +83.0% | +57.8% |
| 3Y | +170.5% | -1.9% | +172.4% | +171.4% |
| All | +170.5% | -2.3% | +172.8% | +171.4% |
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