-1.9%
KWEB vs EWJ
+73.0%
-74.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.7% |
| 7D | -5.6% | +0.3% | -5.9% | -5.7% |
| 30D | -10.7% | +0.8% | -11.5% | -11.2% |
| 3M | -7.4% | +7.5% | -14.9% | -12.1% |
| 6M | -19.3% | +15.6% | -34.9% | -27.2% |
| YTD | -27.8% | +22.7% | -50.5% | -37.5% |
| 1Y | -35.9% | +26.4% | -62.4% | -45.8% |
| 3Y | -1.9% | +72.5% | -74.5% | -33.4% |
| All | -1.9% | +73.0% | -74.9% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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