+290.1%
SAP vs KWEB
+12.9%
+277.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | -7.8% | +8.5% | +2.6% |
| 30D | +6.5% | -6.4% | +13.0% | +8.2% |
| 3M | +12.2% | -14.6% | +26.8% | +16.4% |
| 6M | +46.1% | -25.0% | +71.1% | +56.0% |
| YTD | -1.6% | -32.7% | +31.0% | +7.5% |
| 1Y | -5.1% | -37.3% | +32.2% | +5.5% |
| 3Y | +68.4% | -5.9% | +74.3% | +64.6% |
| 5Y | +79.4% | -47.1% | +126.5% | +94.2% |
| 10Y | +230.5% | -22.3% | +252.8% | +196.3% |
| All | +290.1% | +12.9% | +277.2% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling