-4.6%
STM vs KWEB
-47.2%
+42.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +12.0% | -7.8% | +19.8% | +15.2% |
| 30D | -0.4% | -6.4% | +6.1% | +1.6% |
| 3M | -13.2% | -14.6% | +1.4% | -8.6% |
| 6M | -26.1% | -25.0% | -1.0% | -18.5% |
| YTD | +81.2% | -32.7% | +113.8% | +107.3% |
| 1Y | +98.3% | -37.3% | +135.6% | +132.6% |
| 3Y | +16.7% | -5.9% | +22.6% | +17.2% |
| All | -4.6% | -47.2% | +42.7% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling