+153.1%
SO vs KWEB
-19.7%
+172.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -1.1% | -5.6% | +4.5% | -0.9% |
| 30D | -5.0% | -10.7% | +5.7% | -4.7% |
| 3M | -5.8% | -7.4% | +1.6% | -5.6% |
| 6M | -7.9% | -19.3% | +11.4% | -7.4% |
| YTD | +2.4% | -27.8% | +30.2% | +3.3% |
| 1Y | -2.3% | -35.9% | +33.7% | -1.1% |
| 3Y | +41.9% | -1.9% | +43.8% | +40.7% |
| 5Y | +58.1% | -43.2% | +101.2% | +60.5% |
| All | +153.1% | -19.7% | +172.8% | +130.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling