-22.5%
KWEB vs BIDU
-48.7%
+26.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | -5.6% | -8.1% | +2.5% | -0.2% |
| 30D | -10.7% | -12.8% | +2.1% | -3.2% |
| 3M | -7.4% | -21.3% | +13.9% | +6.9% |
| 6M | -19.3% | -27.0% | +7.6% | -3.9% |
| YTD | -27.8% | -30.0% | +2.3% | -12.7% |
| 1Y | -35.9% | -18.3% | -17.7% | -32.9% |
| 3Y | -1.9% | -33.8% | +31.9% | +15.6% |
| 5Y | -43.2% | -44.3% | +1.1% | -26.7% |
| All | -22.5% | -48.7% | +26.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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