+141.1%
QLD vs KWEB
+0.6%
+140.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -3.8% | +3.4% | -7.1% | -5.4% |
| 30D | -20.5% | -3.5% | -17.1% | -19.5% |
| 3M | -14.6% | -17.4% | +2.7% | -7.5% |
| 6M | -14.7% | -18.6% | +3.9% | -7.2% |
| YTD | +11.2% | -29.3% | +40.5% | +28.4% |
| 1Y | +7.1% | -35.9% | +43.0% | +28.8% |
| 3Y | +141.1% | -0.1% | +141.1% | +141.2% |
| All | +141.1% | +0.6% | +140.5% | +141.2% |
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