-66.9%
SE vs KWEB
-45.1%
-21.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | 0.0% |
| 7D | -4.8% | -4.3% | -0.5% | -2.1% |
| 30D | -18.1% | -13.0% | -5.1% | -10.3% |
| 3M | +30.6% | -7.6% | +38.2% | +36.8% |
| 6M | +20.8% | -21.1% | +41.9% | +40.1% |
| YTD | -15.6% | -28.2% | +12.6% | +3.9% |
| 1Y | -44.2% | -34.9% | -9.3% | -27.1% |
| 3Y | +181.5% | -0.8% | +182.3% | +155.3% |
| 5Y | -66.9% | -43.6% | -23.4% | -58.6% |
| All | -66.9% | -45.1% | -21.8% | -58.6% |
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 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