+140.8%
LLY vs KWEB
-5.9%
+146.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +6.7% | -7.8% | +14.6% | +7.2% |
| 30D | +19.6% | -6.4% | +26.0% | +20.0% |
| 3M | +19.7% | -14.6% | +34.3% | +20.8% |
| 6M | +42.7% | -25.0% | +67.8% | +45.2% |
| YTD | +35.1% | -32.7% | +67.8% | +37.8% |
| 1Y | +42.2% | -37.3% | +79.5% | +45.6% |
| 3Y | +140.8% | -5.9% | +146.7% | +141.4% |
| All | +140.8% | -5.9% | +146.7% | +141.4% |
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