+731.9%
SPGI vs KWEB
+24.8%
+707.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.6% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | +5.4% | -11.5% | +16.9% | +8.1% |
| 3M | +9.0% | -2.9% | +12.0% | +9.6% |
| 6M | +0.8% | -14.6% | +15.4% | +3.7% |
| YTD | -12.6% | -25.5% | +13.0% | -7.5% |
| 1Y | -16.1% | -31.1% | +15.0% | -10.0% |
| 3Y | +19.0% | +3.0% | +16.0% | +13.6% |
| 5Y | +5.1% | -42.6% | +47.7% | +10.5% |
| 10Y | +295.5% | -21.1% | +316.6% | +237.0% |
| All | +731.9% | +24.8% | +707.1% | +495.1% |
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 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