+248.1%
SO vs KWEB
+24.8%
+223.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.1% |
| 7D | +1.0% | -1.3% | +2.3% | +1.1% |
| 30D | -3.2% | -11.5% | +8.3% | -2.9% |
| 3M | -1.7% | -2.9% | +1.2% | -1.7% |
| 6M | -7.2% | -14.6% | +7.4% | -6.8% |
| YTD | +4.6% | -25.5% | +30.1% | +5.3% |
| 1Y | +1.2% | -31.1% | +32.3% | +2.2% |
| 3Y | +45.3% | +3.0% | +42.3% | +44.0% |
| 5Y | +58.7% | -42.6% | +101.3% | +60.3% |
| 10Y | +155.9% | -21.1% | +177.0% | +147.3% |
| All | +248.1% | +24.8% | +223.3% | +219.4% |
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 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