+459.7%
SPY vs KWEB
+24.8%
+434.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | +0.5% | -1.3% | +1.8% | +0.8% |
| 30D | -0.9% | -11.5% | +10.6% | +1.6% |
| 3M | +3.9% | -2.9% | +6.8% | +4.4% |
| 6M | +14.5% | -14.6% | +29.2% | +18.0% |
| YTD | +12.9% | -25.5% | +38.4% | +19.5% |
| 1Y | +19.4% | -31.1% | +50.4% | +28.2% |
| 3Y | +78.5% | +3.0% | +75.5% | +72.0% |
| 5Y | +81.8% | -42.6% | +124.4% | +91.5% |
| 10Y | +311.5% | -21.1% | +332.6% | +269.5% |
| All | +459.7% | +24.8% | +434.9% | +337.4% |
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 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