-13.3%
IBM vs KWEB
-34.1%
+20.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +0.3% |
| 7D | +0.4% | +5.8% | -5.4% | -1.4% |
| 30D | +14.8% | -1.0% | +15.8% | +15.1% |
| 3M | +8.9% | -15.8% | +24.7% | +16.2% |
| 6M | +12.4% | -14.9% | +27.4% | +18.0% |
| YTD | -12.4% | -28.6% | +16.2% | +3.6% |
| 1Y | -13.3% | -33.9% | +20.7% | +7.2% |
| All | -13.3% | -34.1% | +20.8% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling