+678.3%
STM vs KWEB
+28.2%
+650.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.0% |
| 7D | +5.8% | -1.0% | +6.8% | +6.3% |
| 30D | -1.0% | -8.7% | +7.7% | +3.0% |
| 3M | -33.3% | -4.0% | -29.3% | -32.2% |
| 6M | +57.4% | -13.1% | +70.5% | +67.4% |
| YTD | +102.2% | -23.5% | +125.7% | +127.4% |
| 1Y | +99.6% | -27.2% | +126.8% | +128.9% |
| 3Y | +14.5% | -2.1% | +16.6% | +11.4% |
| 5Y | +21.4% | -40.8% | +62.2% | +36.3% |
| 10Y | +695.0% | -17.5% | +712.4% | +619.4% |
| All | +678.3% | +28.2% | +650.1% | +489.5% |
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