-27.2%
KWEB vs GSK
+31.2%
-58.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.2% |
| 7D | -1.0% | -1.8% | +0.8% | -0.8% |
| 30D | -8.7% | -2.2% | -6.6% | -8.5% |
| 3M | -4.0% | -1.8% | -2.2% | -3.9% |
| 6M | -13.1% | -10.6% | -2.5% | -12.2% |
| YTD | -23.5% | +4.4% | -27.9% | -23.4% |
| 1Y | -27.2% | +30.4% | -57.6% | -29.0% |
| All | -27.2% | +31.2% | -58.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling