+252.8%
SPOT vs KWEB
-49.3%
+302.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -3.1% | -5.6% | +2.5% | -1.0% |
| 30D | +7.4% | -10.7% | +18.1% | +12.0% |
| 3M | +8.2% | -7.4% | +15.6% | +11.2% |
| 6M | +2.2% | -19.3% | +21.5% | +10.1% |
| YTD | -9.5% | -27.8% | +18.3% | +1.5% |
| 1Y | -23.8% | -35.9% | +12.1% | -11.0% |
| 3Y | +233.5% | -1.9% | +235.4% | +211.9% |
| 5Y | +112.2% | -43.2% | +155.4% | +141.4% |
| All | +252.8% | -49.3% | +302.1% | +297.4% |
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 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