+152.5%
JPM vs KWEB
-42.7%
+195.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.7% | -5.6% | +4.9% | 0.0% |
| 30D | -2.5% | -10.7% | +8.2% | -1.1% |
| 3M | +14.1% | -7.4% | +21.6% | +15.1% |
| 6M | +25.1% | -19.3% | +44.4% | +28.2% |
| YTD | +12.1% | -27.8% | +39.9% | +16.5% |
| 1Y | +18.8% | -35.9% | +54.8% | +25.2% |
| 3Y | +163.4% | -1.9% | +165.3% | +159.6% |
| All | +152.5% | -42.7% | +195.3% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling