+1,449.6%
NET vs KWEB
-30.0%
+1,479.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | +3.8% | -4.0% | +7.8% | +5.5% |
| 6M | +50.0% | -13.1% | +63.2% | +59.2% |
| YTD | +41.5% | -23.5% | +65.0% | +59.5% |
| 1Y | +32.8% | -27.2% | +60.0% | +53.2% |
| 3Y | +335.9% | -2.1% | +338.0% | +306.7% |
| 5Y | +113.8% | -40.8% | +154.6% | +151.7% |
| All | +1,449.6% | -30.0% | +1,479.5% | +1,538.2% |
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