+336.5%
ORCL vs KWEB
-20.2%
+356.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.1% |
| 7D | -0.7% | -4.3% | +3.6% | +0.1% |
| 30D | +5.1% | -13.0% | +18.1% | +7.8% |
| 3M | -23.7% | -7.6% | -16.2% | -22.7% |
| 6M | +3.1% | -21.1% | +24.2% | +7.5% |
| YTD | -20.8% | -28.2% | +7.4% | -16.0% |
| 1Y | -52.9% | -34.9% | -18.0% | -49.3% |
| 3Y | +25.4% | -0.8% | +26.2% | +23.5% |
| 5Y | +82.4% | -43.6% | +126.0% | +94.8% |
| All | +336.5% | -20.2% | +356.7% | +277.7% |
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