+72.5%
SMR vs KWEB
-2.9%
+75.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -4.6% |
| 7D | +4.7% | -4.3% | +9.0% | +7.7% |
| 30D | +3.2% | -13.0% | +16.2% | +13.7% |
| 3M | +9.9% | -7.6% | +17.5% | +14.7% |
| 6M | -15.1% | -21.1% | +6.0% | +0.5% |
| YTD | -27.9% | -28.2% | +0.3% | -8.3% |
| 1Y | -70.2% | -34.9% | -35.4% | -59.7% |
| All | +72.5% | -2.9% | +75.4% | +85.4% |
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