+92.5%
LLY vs KWEB
-2.9%
+95.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -3.2% | -4.3% | +1.2% | -2.8% |
| 30D | -7.4% | -13.0% | +5.6% | -6.4% |
| 3M | -1.0% | -7.6% | +6.5% | -0.5% |
| 6M | +12.5% | -21.1% | +33.6% | +14.5% |
| YTD | +5.0% | -28.2% | +33.2% | +7.4% |
| 1Y | +49.8% | -34.9% | +84.6% | +54.2% |
| All | +92.5% | -2.9% | +95.4% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling