+96.5%
STM vs KWEB
-34.1%
+130.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.5% | -10.5% | -8.4% |
| 7D | -6.0% | +5.8% | -11.8% | -9.1% |
| 30D | -20.9% | -1.0% | -20.0% | -20.4% |
| 3M | -15.8% | -15.8% | +0.1% | -6.3% |
| 6M | -17.0% | -14.9% | -2.1% | -7.6% |
| YTD | +76.8% | -28.6% | +105.4% | +110.1% |
| 1Y | +96.5% | -33.9% | +130.4% | +143.0% |
| All | +96.5% | -34.1% | +130.6% | +143.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling