+18.3%
STM vs KWEB
-42.7%
+61.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.3% |
| 7D | -1.4% | -5.6% | +4.2% | +0.6% |
| 30D | -4.9% | -10.7% | +5.7% | -1.1% |
| 3M | -34.0% | -7.4% | -26.6% | -32.4% |
| 6M | +51.8% | -19.3% | +71.2% | +63.6% |
| YTD | +99.4% | -27.8% | +127.1% | +122.9% |
| 1Y | +99.1% | -35.9% | +135.0% | +131.6% |
| 3Y | +19.5% | -1.9% | +21.4% | +18.6% |
| All | +18.3% | -42.7% | +61.0% | +24.2% |
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