+184.2%
QLD vs KWEB
+2.7%
+181.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | +1.0% |
| 7D | +3.0% | -1.3% | +4.3% | +3.5% |
| 30D | -1.8% | -11.5% | +9.7% | +3.6% |
| 3M | -1.8% | -2.9% | +1.1% | -0.8% |
| 6M | +36.9% | -14.6% | +51.5% | +46.6% |
| YTD | +28.7% | -25.5% | +54.2% | +46.1% |
| 1Y | +41.9% | -31.1% | +73.0% | +66.9% |
| 3Y | +184.2% | +3.0% | +181.2% | +174.2% |
| All | +184.2% | +2.7% | +181.5% | +174.2% |
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