+308.7%
JNJ vs KWEB
+20.3%
+288.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -4.3% | -4.3% | 0.0% | -4.1% |
| 30D | +3.0% | -13.0% | +16.0% | +3.9% |
| 3M | +12.2% | -7.6% | +19.8% | +12.7% |
| 6M | +10.5% | -21.1% | +31.6% | +12.0% |
| YTD | +30.8% | -28.2% | +59.0% | +33.3% |
| 1Y | +54.9% | -34.9% | +89.8% | +58.8% |
| 3Y | +80.7% | -0.8% | +81.4% | +78.4% |
| 5Y | +83.4% | -43.6% | +127.0% | +89.0% |
| 10Y | +195.7% | -21.7% | +217.4% | +175.4% |
| All | +308.7% | +20.3% | +288.4% | +252.9% |
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