+19.6%
STM vs KWEB
-1.6%
+21.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.3% |
| 7D | +1.7% | -3.6% | +5.2% | +3.4% |
| 30D | -5.2% | -14.9% | +9.8% | +2.4% |
| 3M | -29.6% | -5.4% | -24.2% | -28.0% |
| 6M | +54.4% | -18.9% | +73.2% | +70.1% |
| YTD | +99.5% | -27.2% | +126.7% | +130.7% |
| 1Y | +100.8% | -34.2% | +135.0% | +142.8% |
| All | +19.6% | -1.6% | +21.1% | +16.0% |
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 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