+76.4%
SLB vs KWEB
-47.2%
+123.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +3.5% | -7.8% | +11.3% | +4.6% |
| 30D | +6.5% | -6.4% | +13.0% | +7.3% |
| 3M | -0.2% | -14.6% | +14.4% | +1.7% |
| 6M | -5.7% | -25.0% | +19.3% | -2.4% |
| YTD | +36.8% | -32.7% | +69.5% | +43.4% |
| 1Y | +45.8% | -37.3% | +83.1% | +54.1% |
| 3Y | +3.4% | -5.9% | +9.3% | +4.1% |
| All | +76.4% | -47.2% | +123.6% | +113.6% |
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