+282.6%
SPGI vs KWEB
-20.2%
+302.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | -8.9% | -4.3% | -4.6% | -8.2% |
| 30D | +0.6% | -13.0% | +13.6% | +3.3% |
| 3M | +2.0% | -7.6% | +9.5% | +3.4% |
| 6M | +0.1% | -21.1% | +21.2% | +4.2% |
| YTD | -16.4% | -28.2% | +11.8% | -11.5% |
| 1Y | -18.9% | -34.9% | +15.9% | -12.7% |
| 3Y | +13.8% | -0.8% | +14.5% | +10.0% |
| 5Y | +0.5% | -43.6% | +44.1% | +6.9% |
| All | +282.6% | -20.2% | +302.8% | +225.5% |
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 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