+68.4%
SAP vs KWEB
-5.9%
+74.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | -7.8% | +8.5% | +2.2% |
| 30D | +6.5% | -6.4% | +13.0% | +7.9% |
| 3M | +12.2% | -14.6% | +26.8% | +15.7% |
| 6M | +46.1% | -25.0% | +71.1% | +54.0% |
| YTD | -1.6% | -32.7% | +31.0% | +5.4% |
| 1Y | -5.1% | -37.3% | +32.2% | +3.0% |
| 3Y | +68.4% | -5.9% | +74.3% | +65.1% |
| All | +68.4% | -5.9% | +74.3% | +65.1% |
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