+393.2%
ICE vs KWEB
+20.3%
+372.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.2% |
| 7D | -5.3% | -4.3% | -1.0% | -4.7% |
| 30D | +3.0% | -13.0% | +16.0% | +5.1% |
| 3M | +11.4% | -7.6% | +19.0% | +12.6% |
| 6M | -2.0% | -21.1% | +19.1% | +1.1% |
| YTD | -3.1% | -28.2% | +25.1% | +1.3% |
| 1Y | -8.4% | -34.9% | +26.5% | -3.0% |
| 3Y | +40.7% | -0.8% | +41.5% | +37.0% |
| 5Y | +40.0% | -43.6% | +83.5% | +44.6% |
| 10Y | +213.5% | -21.7% | +235.2% | +184.4% |
| All | +393.2% | +20.3% | +372.9% | +302.4% |
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