+378.1%
PSX vs KWEB
-19.7%
+397.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.7% | -5.6% | +7.3% | +2.8% |
| 30D | +15.6% | -10.7% | +26.3% | +18.1% |
| 3M | +46.5% | -7.4% | +53.9% | +48.3% |
| 6M | +55.0% | -19.3% | +74.3% | +60.6% |
| YTD | +105.3% | -27.8% | +133.0% | +117.0% |
| 1Y | +101.6% | -35.9% | +137.5% | +118.1% |
| 3Y | +134.1% | -1.9% | +136.1% | +129.1% |
| 5Y | +368.7% | -43.2% | +411.9% | +402.9% |
| All | +378.1% | -19.7% | +397.8% | +331.2% |
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 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