+112.5%
NET vs KWEB
-42.5%
+155.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.9% |
| 7D | -7.0% | -1.0% | -6.0% | -6.6% |
| 30D | -4.8% | -8.7% | +3.9% | -0.8% |
| 3M | +3.8% | -4.0% | +7.8% | +5.4% |
| 6M | +50.0% | -13.1% | +63.2% | +58.7% |
| YTD | +41.5% | -23.5% | +65.0% | +58.5% |
| 1Y | +32.8% | -27.2% | +60.0% | +52.1% |
| 3Y | +335.9% | -2.1% | +338.0% | +308.7% |
| All | +112.5% | -42.5% | +155.0% | +168.5% |
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