+57.3%
LLY vs KWEB
-34.1%
+91.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +0.2% |
| 7D | +10.1% | +5.8% | +4.3% | +9.4% |
| 30D | +24.0% | -1.0% | +25.0% | +24.2% |
| 3M | +27.3% | -15.8% | +43.1% | +29.6% |
| 6M | +47.0% | -14.9% | +61.9% | +50.1% |
| YTD | +32.6% | -28.6% | +61.2% | +33.4% |
| 1Y | +57.3% | -33.9% | +91.3% | +64.1% |
| All | +57.3% | -34.1% | +91.5% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling