-1.9%
KWEB vs SONY
+42.2%
-44.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.1% |
| 7D | -5.6% | -2.7% | -2.9% | -4.7% |
| 30D | -10.7% | +1.5% | -12.2% | -11.2% |
| 3M | -7.4% | +13.0% | -20.4% | -11.5% |
| 6M | -19.3% | +11.2% | -30.5% | -22.5% |
| YTD | -27.8% | -6.6% | -21.1% | -26.6% |
| 1Y | -35.9% | -18.1% | -17.8% | -32.3% |
| 3Y | -1.9% | +42.1% | -44.0% | -13.7% |
| All | -1.9% | +42.2% | -44.2% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 3y: compounded portfolio wealth divided by compounded SONY 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…
3y analysis · Full analysis span regression · 6 months rolling