+431.1%
NEE vs KWEB
+21.1%
+410.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | -1.3% | -5.6% | +4.2% | -0.8% |
| 30D | -3.3% | -10.7% | +7.4% | -2.3% |
| 3M | -2.3% | -7.4% | +5.2% | -1.6% |
| 6M | -8.9% | -19.3% | +10.5% | -7.2% |
| YTD | +4.8% | -27.8% | +32.5% | +7.8% |
| 1Y | +18.7% | -35.9% | +54.7% | +23.5% |
| 3Y | +33.2% | -1.9% | +35.2% | +31.5% |
| 5Y | +10.9% | -43.2% | +54.0% | +12.9% |
| 10Y | +251.8% | -21.2% | +272.9% | +237.3% |
| All | +431.1% | +21.1% | +410.1% | +362.8% |
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