+106.7%
IBM vs KWEB
+24.8%
+81.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.8% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | -1.5% | -11.5% | +10.0% | +0.2% |
| 3M | -16.8% | -2.9% | -13.9% | -16.5% |
| 6M | -9.0% | -14.6% | +5.6% | -7.1% |
| YTD | -20.1% | -25.5% | +5.5% | -16.8% |
| 1Y | -7.0% | -31.1% | +24.1% | -2.2% |
| 3Y | +72.4% | +3.0% | +69.4% | +69.1% |
| 5Y | +112.0% | -42.6% | +154.6% | +122.1% |
| 10Y | +131.6% | -21.1% | +152.7% | +107.3% |
| All | +106.7% | +24.8% | +81.9% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling