+32.6%
NET vs KWEB
-41.3%
+73.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.0% | -4.7% |
| 7D | -16.4% | +5.8% | -22.1% | -18.7% |
| 30D | -25.8% | -1.0% | -24.9% | -25.6% |
| 3M | -11.5% | -15.8% | +4.3% | -4.6% |
| 6M | +18.9% | -14.9% | +33.9% | +27.0% |
| YTD | +35.2% | -28.6% | +63.8% | +56.1% |
| 1Y | +14.5% | -33.9% | +48.4% | +37.3% |
| 3Y | +313.8% | -0.7% | +314.5% | +279.8% |
| 5Y | +32.6% | -39.1% | +71.7% | +73.3% |
| All | +32.6% | -41.3% | +73.8% | +73.3% |
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