+56.2%
SAP vs KWEB
-42.3%
+98.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | -0.3% | -3.6% | +3.3% | +0.4% |
| 30D | +0.3% | -14.9% | +15.2% | +3.2% |
| 3M | +16.9% | -5.4% | +22.3% | +18.0% |
| 6M | +6.3% | -18.9% | +25.2% | +10.1% |
| YTD | -12.4% | -27.2% | +14.8% | -7.7% |
| 1Y | -21.6% | -34.2% | +12.6% | -16.0% |
| 3Y | +54.8% | +0.6% | +54.2% | +51.1% |
| 5Y | +56.2% | -43.5% | +99.6% | +64.1% |
| All | +56.2% | -42.3% | +98.5% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling