+14,546.7%
NVDA vs KWEB
-19.7%
+14,566.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -5.1% | -5.6% | +0.4% | -2.5% |
| 30D | -2.5% | -10.7% | +8.2% | +2.8% |
| 3M | +6.7% | -7.4% | +14.1% | +10.1% |
| 6M | +17.6% | -19.3% | +36.9% | +29.5% |
| YTD | +17.3% | -27.8% | +45.1% | +36.1% |
| 1Y | +23.5% | -35.9% | +59.4% | +51.5% |
| 3Y | +384.6% | -1.9% | +386.6% | +354.8% |
| 5Y | +875.4% | -43.2% | +918.6% | +1,046.4% |
| All | +14,546.7% | -19.7% | +14,566.4% | +11,642.9% |
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