+213.7%
ICE vs KWEB
-19.7%
+233.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | -2.4% | -5.6% | +3.2% | -1.7% |
| 30D | +4.0% | -10.7% | +14.7% | +5.5% |
| 3M | +13.7% | -7.4% | +21.1% | +14.7% |
| 6M | +0.9% | -19.3% | +20.3% | +3.6% |
| YTD | -2.1% | -27.8% | +25.6% | +1.8% |
| 1Y | -9.5% | -35.9% | +26.4% | -4.4% |
| 3Y | +42.1% | -1.9% | +44.0% | +39.0% |
| 5Y | +41.4% | -43.2% | +84.6% | +46.6% |
| All | +213.7% | -19.7% | +233.4% | +198.1% |
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