+514.0%
NOW vs KWEB
-21.5%
+535.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +0.3% | -7.8% | +8.1% | +3.1% |
| 30D | -27.0% | -6.4% | -20.5% | -25.3% |
| 3M | -19.6% | -14.6% | -5.0% | -15.3% |
| 6M | +17.5% | -25.0% | +42.5% | +29.4% |
| YTD | -33.3% | -32.7% | -0.6% | -24.1% |
| 1Y | -39.8% | -37.3% | -2.5% | -29.8% |
| 3Y | -19.9% | -5.9% | -14.0% | -23.6% |
| 5Y | -26.1% | -47.1% | +21.0% | -14.4% |
| All | +514.0% | -21.5% | +535.5% | +340.3% |
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 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