+34.4%
NVDA vs KWEB
-27.0%
+61.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.1% |
| 7D | +5.9% | -1.0% | +6.9% | +6.3% |
| 30D | +5.1% | -8.7% | +13.8% | +9.4% |
| 3M | +5.4% | -4.0% | +9.3% | +6.9% |
| 6M | +26.0% | -13.1% | +39.1% | +33.8% |
| YTD | +23.7% | -23.5% | +47.2% | +39.5% |
| 1Y | +34.4% | -27.2% | +61.5% | +65.5% |
| All | +34.4% | -27.0% | +61.4% | +65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling