+92.9%
QQQ vs KWEB
-2.3%
+95.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -0.6% | -5.6% | +5.0% | +0.7% |
| 30D | -1.2% | -10.7% | +9.5% | +1.3% |
| 3M | -0.2% | -7.4% | +7.2% | +1.4% |
| 6M | +17.9% | -19.3% | +37.2% | +23.4% |
| YTD | +16.6% | -27.8% | +44.4% | +24.9% |
| 1Y | +23.0% | -35.9% | +58.9% | +35.0% |
| 3Y | +92.9% | -1.9% | +94.9% | +90.5% |
| All | +92.9% | -2.3% | +95.2% | +90.5% |
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