+13.7%
SPGI vs KWEB
-47.2%
+60.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.2% | -7.8% | +9.1% | +2.2% |
| 30D | +15.9% | -6.4% | +22.4% | +16.8% |
| 3M | +12.3% | -14.6% | +26.9% | +14.4% |
| 6M | +23.7% | -25.0% | +48.7% | +27.8% |
| YTD | -3.5% | -32.7% | +29.1% | +0.8% |
| 1Y | +0.4% | -37.3% | +37.7% | +5.8% |
| 3Y | +29.9% | -5.9% | +35.8% | +28.3% |
| All | +13.7% | -47.2% | +60.9% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling