+629.3%
ON vs KWEB
-19.7%
+649.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.9% | +8.2% |
| 7D | +2.4% | -5.6% | +7.9% | +5.4% |
| 30D | -8.6% | -10.7% | +2.1% | -3.2% |
| 3M | -34.3% | -7.4% | -26.9% | -32.1% |
| 6M | +28.5% | -19.3% | +47.8% | +42.6% |
| YTD | +40.6% | -27.8% | +68.4% | +64.3% |
| 1Y | +55.3% | -35.9% | +91.3% | +93.3% |
| 3Y | -22.2% | -1.9% | -20.3% | -25.3% |
| 5Y | +62.4% | -43.2% | +105.6% | +94.7% |
| All | +629.3% | -19.7% | +649.0% | +559.3% |
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