+465.1%
STM vs KWEB
-21.5%
+486.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +12.0% | -7.8% | +19.8% | +16.1% |
| 30D | -0.4% | -6.4% | +6.1% | +2.2% |
| 3M | -13.2% | -14.6% | +1.4% | -7.3% |
| 6M | -26.1% | -25.0% | -1.0% | -16.4% |
| YTD | +81.2% | -32.7% | +113.8% | +115.2% |
| 1Y | +98.3% | -37.3% | +135.6% | +143.3% |
| 3Y | +16.7% | -5.9% | +22.6% | +14.9% |
| 5Y | -4.8% | -47.1% | +42.3% | +16.6% |
| All | +465.1% | -21.5% | +486.6% | +370.8% |
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