-12.2%
JOBY vs KWEB
-2.3%
-9.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | -5.2% | -5.6% | +0.4% | -1.7% |
| 30D | -19.7% | -10.7% | -9.0% | -13.8% |
| 3M | -31.7% | -7.4% | -24.3% | -28.5% |
| 6M | -37.5% | -19.3% | -18.2% | -28.3% |
| YTD | -51.6% | -27.8% | -23.8% | -40.6% |
| 1Y | -53.3% | -35.9% | -17.4% | -38.7% |
| 3Y | -12.2% | -1.9% | -10.3% | -12.5% |
| All | -12.2% | -2.3% | -9.9% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling