+1.5%
SMR vs KWEB
-19.0%
+20.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.1% |
| 7D | +4.7% | -4.3% | +9.0% | +6.1% |
| 30D | +3.2% | -13.0% | +16.2% | +7.8% |
| 3M | +9.9% | -7.6% | +17.5% | +12.1% |
| 6M | -15.1% | -21.1% | +6.0% | -8.4% |
| YTD | -27.9% | -28.2% | +0.3% | -19.8% |
| 1Y | -70.2% | -34.9% | -35.4% | -65.9% |
| 3Y | +72.5% | -0.8% | +73.2% | +80.1% |
| All | +1.5% | -19.0% | +20.5% | +6.5% |
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