+27.6%
O vs KWEB
-2.9%
+30.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -3.5% | -4.3% | +0.8% | -3.2% |
| 30D | -3.3% | -13.0% | +9.7% | -2.4% |
| 3M | -2.8% | -7.6% | +4.7% | -2.4% |
| 6M | -5.8% | -21.1% | +15.4% | -4.3% |
| YTD | +9.4% | -28.2% | +37.6% | +11.7% |
| 1Y | +5.7% | -34.9% | +40.5% | +8.7% |
| All | +27.6% | -2.9% | +30.5% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling