-14.4%
SMR vs KWEB
-18.5%
+4.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.3% | -15.9% |
| 7D | -11.2% | -5.6% | -5.7% | -9.7% |
| 30D | -10.2% | -10.7% | +0.5% | -7.1% |
| 3M | -10.0% | -7.4% | -2.6% | -8.3% |
| 6M | -30.5% | -19.3% | -11.1% | -25.5% |
| YTD | -39.2% | -27.8% | -11.5% | -32.5% |
| 1Y | -75.5% | -35.9% | -39.6% | -71.9% |
| 3Y | +45.4% | -1.9% | +47.4% | +51.8% |
| All | -14.4% | -18.5% | +4.1% | -10.4% |
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 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