+185.8%
GS vs KWEB
-0.1%
+185.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -3.2% | +9.4% | -12.6% | -5.1% |
| 30D | -2.4% | +2.3% | -4.7% | -2.9% |
| 3M | -15.7% | -12.3% | -3.4% | -13.4% |
| 6M | -6.8% | -16.4% | +9.6% | -3.4% |
| YTD | -0.1% | -26.9% | +26.9% | +6.5% |
| 1Y | +12.1% | -33.2% | +45.3% | +21.5% |
| 3Y | +185.8% | +1.2% | +184.6% | +188.6% |
| All | +185.8% | -0.1% | +185.8% | +188.6% |
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