+19.6%
KWEB vs EWJ
+163.6%
-144.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | -4.3% | -1.5% | -2.8% | -3.0% |
| 30D | -13.0% | +0.2% | -13.2% | -13.3% |
| 3M | -7.6% | +8.6% | -16.2% | -15.2% |
| 6M | -21.1% | +12.1% | -33.3% | -29.9% |
| YTD | -28.2% | +20.1% | -48.3% | -40.4% |
| 1Y | -34.9% | +25.2% | -60.0% | -48.1% |
| 3Y | -0.8% | +70.8% | -71.5% | -42.8% |
| 5Y | -43.6% | +49.2% | -92.7% | -62.7% |
| 10Y | -21.7% | +138.6% | -160.3% | -65.1% |
| All | +19.6% | +163.6% | -144.0% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling