+369.0%
LIN vs KWEB
-22.5%
+391.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -4.0% | -3.6% | -0.4% | -3.4% |
| 30D | -4.9% | -14.9% | +10.0% | -2.4% |
| 3M | -9.2% | -5.4% | -3.8% | -8.5% |
| 6M | -2.6% | -18.9% | +16.3% | +0.5% |
| YTD | +10.5% | -27.2% | +37.7% | +16.0% |
| 1Y | -0.1% | -34.2% | +34.1% | +6.6% |
| 3Y | +25.4% | +0.6% | +24.7% | +21.0% |
| 5Y | +59.7% | -43.5% | +103.2% | +67.4% |
| 10Y | +369.0% | -20.6% | +389.5% | +323.8% |
| All | +369.0% | -22.5% | +391.4% | +323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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