+75.4%
SPY vs KWEB
-2.9%
+78.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -2.0% | -4.3% | +2.3% | -1.2% |
| 30D | -1.7% | -13.0% | +11.3% | +0.8% |
| 3M | +4.7% | -7.6% | +12.3% | +6.1% |
| 6M | +12.5% | -21.1% | +33.6% | +17.0% |
| YTD | +11.7% | -28.2% | +39.9% | +18.0% |
| 1Y | +17.5% | -34.9% | +52.3% | +26.0% |
| All | +75.4% | -2.9% | +78.3% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling