+343.3%
SPGI vs KWEB
-21.5%
+364.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.2% | -7.8% | +9.1% | +2.8% |
| 30D | +15.9% | -6.4% | +22.4% | +17.3% |
| 3M | +12.3% | -14.6% | +26.9% | +15.5% |
| 6M | +23.7% | -25.0% | +48.7% | +30.1% |
| YTD | -3.5% | -32.7% | +29.1% | +3.2% |
| 1Y | +0.4% | -37.3% | +37.7% | +8.9% |
| 3Y | +29.9% | -5.9% | +35.8% | +26.8% |
| 5Y | +15.2% | -47.1% | +62.3% | +24.7% |
| All | +343.3% | -21.5% | +364.9% | +273.2% |
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