+786.0%
JPM vs KWEB
+22.0%
+764.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | -0.4% | -3.6% | +3.2% | +0.3% |
| 30D | -1.4% | -14.9% | +13.5% | +1.7% |
| 3M | +13.9% | -5.4% | +19.4% | +14.9% |
| 6M | +23.5% | -18.9% | +42.4% | +28.2% |
| YTD | +11.6% | -27.2% | +38.9% | +18.4% |
| 1Y | +21.4% | -34.2% | +55.6% | +31.1% |
| 3Y | +163.4% | +0.6% | +162.8% | +153.9% |
| 5Y | +152.5% | -43.5% | +196.0% | +165.0% |
| 10Y | +592.1% | -20.6% | +612.7% | +487.4% |
| All | +786.0% | +22.0% | +764.0% | +543.3% |
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