+371.3%
ORCL vs KWEB
+12.8%
+358.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.4% |
| 7D | +10.4% | -7.5% | +17.8% | +12.0% |
| 30D | -11.2% | -7.3% | -3.9% | -10.0% |
| 3M | -16.8% | -16.8% | 0.0% | -13.8% |
| 6M | -31.5% | -21.4% | -10.1% | -28.3% |
| YTD | -33.9% | -32.7% | -1.2% | -28.7% |
| 1Y | -43.3% | -38.2% | -5.1% | -37.8% |
| 3Y | +16.5% | -4.8% | +21.3% | +15.1% |
| 5Y | +45.4% | -47.1% | +92.5% | +57.0% |
| 10Y | +274.0% | -22.4% | +296.4% | +220.4% |
| All | +371.3% | +12.8% | +358.5% | +243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling