+56.2%
SAP vs KWEB
-1.6%
+57.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | -0.3% | -3.6% | +3.3% | +0.5% |
| 30D | +0.3% | -14.9% | +15.2% | +3.6% |
| 3M | +16.9% | -5.4% | +22.3% | +18.2% |
| 6M | +6.3% | -18.9% | +25.2% | +10.5% |
| YTD | -12.4% | -27.2% | +14.8% | -7.3% |
| 1Y | -21.6% | -34.2% | +12.6% | -15.5% |
| All | +56.2% | -1.6% | +57.8% | +51.6% |
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