+1,375.1%
GOOGL vs KWEB
+22.0%
+1,353.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.6% |
| 7D | -1.9% | -3.6% | +1.7% | -0.8% |
| 30D | -7.5% | -14.9% | +7.4% | -3.0% |
| 3M | -9.2% | -5.4% | -3.7% | -7.7% |
| 6M | +8.1% | -18.9% | +26.9% | +14.7% |
| YTD | +5.8% | -27.2% | +33.1% | +15.7% |
| 1Y | +38.3% | -34.2% | +72.6% | +55.6% |
| 3Y | +144.8% | +0.6% | +144.1% | +134.7% |
| 5Y | +132.5% | -43.5% | +176.0% | +152.2% |
| 10Y | +746.7% | -20.6% | +767.3% | +644.0% |
| All | +1,375.1% | +22.0% | +1,353.2% | +989.7% |
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