-23.9%
KWEB vs GLXY
+3.8%
-27.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.6% |
| 7D | -5.6% | -7.3% | +1.8% | -5.0% |
| 30D | -10.7% | +15.7% | -26.4% | -12.0% |
| 3M | -7.4% | -26.7% | +19.2% | -5.3% |
| 6M | -19.3% | +13.7% | -33.0% | -21.8% |
| YTD | -27.8% | +9.1% | -36.9% | -30.6% |
| 1Y | -35.9% | -15.5% | -20.5% | -36.8% |
| All | -23.9% | +3.8% | -27.7% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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