-42.1%
KWEB vs GSK
+47.2%
-89.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -5.6% | -3.5% | -2.0% | -4.6% |
| 30D | -10.7% | -3.4% | -7.2% | -9.9% |
| 3M | -7.4% | -8.1% | +0.7% | -5.5% |
| 6M | -19.3% | -11.1% | -8.2% | -17.0% |
| YTD | -27.8% | +0.7% | -28.5% | -28.5% |
| 1Y | -35.9% | +20.1% | -56.1% | -40.2% |
| 3Y | -1.9% | +46.1% | -48.1% | -16.3% |
| All | -42.1% | +47.2% | -89.3% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling