+597.5%
STM vs KWEB
+12.9%
+584.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +12.0% | -7.8% | +19.8% | +16.0% |
| 30D | -0.4% | -6.4% | +6.1% | +2.2% |
| 3M | -13.2% | -14.6% | +1.4% | -7.4% |
| 6M | -26.1% | -25.0% | -1.0% | -16.6% |
| YTD | +81.2% | -32.7% | +113.8% | +114.5% |
| 1Y | +98.3% | -37.3% | +135.6% | +142.4% |
| 3Y | +16.7% | -5.9% | +22.6% | +15.1% |
| 5Y | -4.8% | -47.1% | +42.3% | +13.0% |
| 10Y | +468.8% | -22.3% | +491.1% | +428.3% |
| All | +597.5% | +12.9% | +584.6% | +456.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling