-42.1%
KWEB vs SONY
+9.6%
-51.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.2% |
| 7D | -5.6% | -2.7% | -2.9% | -4.2% |
| 30D | -10.7% | +1.5% | -12.2% | -11.6% |
| 3M | -7.4% | +13.0% | -20.4% | -13.8% |
| 6M | -19.3% | +11.2% | -30.5% | -24.5% |
| YTD | -27.8% | -6.6% | -21.1% | -25.7% |
| 1Y | -35.9% | -18.1% | -17.8% | -29.6% |
| 3Y | -1.9% | +42.1% | -44.0% | -27.6% |
| All | -42.1% | +9.6% | -51.7% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling