+192.5%
JNJ vs KWEB
-19.7%
+212.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.3% |
| 7D | -3.5% | -5.6% | +2.1% | -3.2% |
| 30D | +2.3% | -10.7% | +13.0% | +2.9% |
| 3M | +12.0% | -7.4% | +19.4% | +12.3% |
| 6M | +10.5% | -19.3% | +29.8% | +11.5% |
| YTD | +30.4% | -27.8% | +58.1% | +32.3% |
| 1Y | +52.1% | -35.9% | +88.1% | +55.2% |
| 3Y | +77.8% | -1.9% | +79.7% | +76.3% |
| 5Y | +82.9% | -43.2% | +126.1% | +89.5% |
| All | +192.5% | -19.7% | +212.2% | +177.8% |
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