+590.9%
JPM vs KWEB
-19.7%
+610.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -0.7% | -5.6% | +4.9% | +0.3% |
| 30D | -2.5% | -10.7% | +8.2% | -0.5% |
| 3M | +14.1% | -7.4% | +21.6% | +15.5% |
| 6M | +25.1% | -19.3% | +44.4% | +29.5% |
| YTD | +12.1% | -27.8% | +39.9% | +18.3% |
| 1Y | +18.8% | -35.9% | +54.8% | +27.9% |
| 3Y | +163.4% | -1.9% | +165.3% | +156.4% |
| 5Y | +156.5% | -43.2% | +199.7% | +170.0% |
| All | +590.9% | -19.7% | +610.6% | +541.1% |
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