+51.0%
SWKS vs KWEB
-21.6%
+72.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +4.0% |
| 7D | +10.9% | -7.5% | +18.3% | +14.1% |
| 30D | +17.6% | -7.3% | +24.9% | +20.7% |
| 3M | +29.2% | -16.8% | +46.0% | +37.8% |
| 6M | +37.0% | -21.4% | +58.4% | +48.6% |
| YTD | +44.9% | -32.7% | +77.7% | +66.6% |
| 1Y | +33.8% | -38.2% | +72.0% | +59.1% |
| 3Y | +10.2% | -4.8% | +15.0% | +4.9% |
| 5Y | -37.0% | -47.1% | +10.1% | -25.6% |
| All | +51.0% | -21.6% | +72.6% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling