+73.0%
IBM vs KWEB
-2.9%
+75.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -0.3% | -4.3% | +4.0% | +0.4% |
| 30D | -1.8% | -13.0% | +11.1% | +0.5% |
| 3M | -13.5% | -7.6% | -5.9% | -12.4% |
| 6M | -5.1% | -21.1% | +16.0% | -1.6% |
| YTD | -19.4% | -28.2% | +8.8% | -15.1% |
| 1Y | -6.5% | -34.9% | +28.3% | -0.3% |
| All | +73.0% | -2.9% | +75.9% | +76.7% |
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