+1,258.4%
NET vs KWEB
-33.5%
+1,291.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.8% | -10.1% | -9.2% |
| 7D | -21.2% | +8.6% | -29.8% | -24.6% |
| 30D | -31.1% | +0.9% | -32.0% | -31.6% |
| 3M | -16.5% | -13.2% | -3.3% | -11.1% |
| 6M | 0.0% | -13.2% | +13.2% | +6.0% |
| YTD | +24.0% | -27.3% | +51.3% | +42.7% |
| 1Y | +7.0% | -33.2% | +40.2% | +28.6% |
| 3Y | +279.6% | +1.1% | +278.5% | +244.2% |
| 5Y | +24.0% | -36.7% | +60.6% | +40.6% |
| All | +1,258.4% | -33.5% | +1,291.8% | +1,365.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling