-16.4%
SWKS vs KWEB
+2.7%
-19.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.5% | +2.6% |
| 7D | +11.8% | -1.3% | +13.1% | +12.2% |
| 30D | +6.7% | -11.5% | +18.3% | +10.5% |
| 3M | 0.0% | -2.9% | +2.9% | +0.6% |
| 6M | +38.7% | -14.6% | +53.4% | +44.5% |
| YTD | +21.4% | -25.5% | +46.9% | +31.8% |
| 1Y | +2.9% | -31.1% | +34.0% | +14.6% |
| 3Y | -16.4% | +3.0% | -19.4% | -20.9% |
| All | -16.4% | +2.7% | -19.1% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling