+452.7%
LIN vs KWEB
+18.4%
+434.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +2.0% | +3.4% | -1.4% | +1.4% |
| 30D | +7.9% | -3.5% | +11.4% | +8.5% |
| 3M | +6.3% | -17.4% | +23.7% | +9.8% |
| 6M | +6.5% | -18.6% | +25.1% | +10.0% |
| YTD | +23.6% | -29.3% | +52.9% | +30.6% |
| 1Y | +25.7% | -35.9% | +61.6% | +35.1% |
| 3Y | +35.6% | -0.1% | +35.7% | +30.8% |
| 5Y | +65.9% | -41.2% | +107.0% | +70.5% |
| 10Y | +412.1% | -18.9% | +431.0% | +356.0% |
| All | +452.7% | +18.4% | +434.3% | +344.9% |
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