+650.5%
GS vs KWEB
-22.5%
+673.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.2% |
| 7D | +2.4% | -3.6% | +6.0% | +3.3% |
| 30D | -0.1% | -14.9% | +14.8% | +3.6% |
| 3M | +0.2% | -5.4% | +5.6% | +1.2% |
| 6M | +24.8% | -18.9% | +43.7% | +30.4% |
| YTD | +18.8% | -27.2% | +46.0% | +27.3% |
| 1Y | +37.3% | -34.2% | +71.5% | +50.3% |
| 3Y | +237.9% | +0.6% | +237.3% | +227.9% |
| 5Y | +187.0% | -43.5% | +230.5% | +211.0% |
| 10Y | +650.5% | -20.6% | +671.1% | +574.3% |
| All | +650.5% | -22.5% | +673.0% | +574.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling