-5.0%
KWEB vs JD
+45.3%
-50.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.6% | -1.3% |
| 7D | -1.3% | -0.8% | -0.5% | -0.8% |
| 30D | -11.5% | -16.0% | +4.5% | -1.1% |
| 3M | -2.9% | -3.2% | +0.3% | -1.2% |
| 6M | -14.6% | +6.1% | -20.7% | -18.5% |
| YTD | -25.5% | -0.1% | -25.4% | -26.1% |
| 1Y | -31.1% | -12.7% | -18.3% | -25.6% |
| 3Y | +3.0% | -6.3% | +9.3% | +0.4% |
| 5Y | -42.6% | -61.3% | +18.7% | -3.3% |
| 10Y | -21.1% | +17.6% | -38.7% | -26.6% |
| All | -5.0% | +45.3% | -50.2% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling