+445.8%
LIN vs KWEB
+22.5%
+423.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +0.2% | +9.4% | -9.2% | -1.4% |
| 30D | +6.5% | +2.3% | +4.2% | +6.0% |
| 3M | +5.5% | -12.3% | +17.8% | +7.8% |
| 6M | +3.3% | -16.4% | +19.7% | +6.3% |
| YTD | +22.0% | -26.9% | +49.0% | +28.2% |
| 1Y | +25.7% | -33.2% | +58.9% | +34.2% |
| 3Y | +36.2% | +1.2% | +35.0% | +31.2% |
| 5Y | +66.1% | -36.4% | +102.4% | +67.8% |
| 10Y | +431.0% | -17.4% | +448.4% | +371.6% |
| All | +445.8% | +22.5% | +423.3% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling