+390.2%
LLY vs KWEB
-42.3%
+432.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | -3.1% | -3.6% | +0.5% | -3.0% |
| 30D | -8.6% | -14.9% | +6.3% | -8.2% |
| 3M | -1.6% | -5.4% | +3.8% | -1.5% |
| 6M | +11.8% | -18.9% | +30.7% | +12.4% |
| YTD | +5.1% | -27.2% | +32.3% | +5.8% |
| 1Y | +50.7% | -34.2% | +84.9% | +52.1% |
| 3Y | +95.7% | +0.6% | +95.1% | +95.9% |
| 5Y | +390.2% | -43.5% | +433.6% | +398.0% |
| All | +390.2% | -42.3% | +432.5% | +398.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling