+21.3%
KWEB vs GSK
+80.1%
-58.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -3.6% | -3.6% | 0.0% | -2.3% |
| 30D | -14.9% | -5.9% | -9.0% | -13.0% |
| 3M | -5.4% | -4.3% | -1.2% | -4.3% |
| 6M | -18.9% | -10.8% | -8.1% | -15.8% |
| YTD | -27.2% | +1.8% | -29.0% | -28.6% |
| 1Y | -34.2% | +23.5% | -57.7% | -40.6% |
| 3Y | +0.6% | +49.5% | -48.9% | -18.2% |
| 5Y | -43.5% | +49.7% | -93.1% | -54.9% |
| 10Y | -20.6% | +81.9% | -102.5% | -43.9% |
| All | +21.3% | +80.1% | -58.8% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling