-22.5%
KWEB vs JD
+20.6%
-43.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -5.6% | -4.2% | -1.3% | -2.7% |
| 30D | -10.7% | -14.4% | +3.7% | -0.7% |
| 3M | -7.4% | -3.6% | -3.9% | -5.4% |
| 6M | -19.3% | -0.3% | -19.0% | -19.9% |
| YTD | -27.8% | -2.4% | -25.4% | -27.3% |
| 1Y | -35.9% | -18.5% | -17.4% | -27.1% |
| 3Y | -1.9% | -7.0% | +5.1% | -5.1% |
| 5Y | -43.2% | -61.7% | +18.5% | -0.9% |
| All | -22.5% | +20.6% | -43.2% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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