+240.4%
GS vs KWEB
+2.7%
+237.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.4% |
| 7D | +3.4% | -1.3% | +4.7% | +3.7% |
| 30D | +0.2% | -11.5% | +11.7% | +2.9% |
| 3M | -0.3% | -2.9% | +2.6% | 0.0% |
| 6M | +27.4% | -14.6% | +42.0% | +31.5% |
| YTD | +19.6% | -25.5% | +45.2% | +27.4% |
| 1Y | +42.5% | -31.1% | +73.6% | +53.8% |
| 3Y | +240.4% | +3.0% | +237.5% | +237.0% |
| All | +240.4% | +2.7% | +237.7% | +237.0% |
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