+216.9%
GM vs KWEB
+21.1%
+195.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.8% |
| 7D | -2.4% | -5.6% | +3.1% | -0.9% |
| 30D | -1.1% | -10.7% | +9.6% | +2.0% |
| 3M | +6.1% | -7.4% | +13.5% | +8.2% |
| 6M | +15.0% | -19.3% | +34.3% | +21.4% |
| YTD | +6.0% | -27.8% | +33.7% | +15.3% |
| 1Y | +47.1% | -35.9% | +83.0% | +64.9% |
| 3Y | +170.5% | -1.9% | +172.4% | +159.1% |
| 5Y | +80.5% | -43.2% | +123.7% | +92.5% |
| 10Y | +238.7% | -21.2% | +259.9% | +197.2% |
| All | +216.9% | +21.1% | +195.8% | +124.5% |
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