+644.6%
STM vs KWEB
-20.2%
+664.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.9% |
| 7D | -1.1% | -4.3% | +3.3% | +1.0% |
| 30D | -7.8% | -13.0% | +5.2% | -1.8% |
| 3M | -28.2% | -7.6% | -20.6% | -25.8% |
| 6M | +52.0% | -21.1% | +73.1% | +69.2% |
| YTD | +96.4% | -28.2% | +124.6% | +127.9% |
| 1Y | +98.8% | -34.9% | +133.7% | +140.8% |
| 3Y | +18.3% | -0.8% | +19.0% | +14.2% |
| 5Y | +17.7% | -43.6% | +61.3% | +38.6% |
| All | +644.6% | -20.2% | +664.8% | +538.1% |
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