+143.8%
IBM vs KWEB
-19.7%
+163.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +3.6% | -5.6% | +9.1% | +4.4% |
| 30D | +3.1% | -10.7% | +13.8% | +4.7% |
| 3M | -10.8% | -7.4% | -3.4% | -10.0% |
| 6M | -0.8% | -19.3% | +18.5% | +1.9% |
| YTD | -16.2% | -27.8% | +11.6% | -12.6% |
| 1Y | -2.9% | -35.9% | +33.1% | +2.7% |
| 3Y | +79.8% | -1.9% | +81.8% | +78.1% |
| 5Y | +124.9% | -43.2% | +168.1% | +138.3% |
| All | +143.8% | -19.7% | +163.5% | +114.8% |
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