+70.3%
T vs KWEB
-19.7%
+90.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +1.5% | -5.6% | +7.0% | +1.9% |
| 30D | +7.5% | -10.7% | +18.1% | +8.4% |
| 3M | +14.8% | -7.4% | +22.2% | +15.4% |
| 6M | -1.7% | -19.3% | +17.6% | -0.3% |
| YTD | +8.7% | -27.8% | +36.4% | +11.2% |
| 1Y | -7.5% | -35.9% | +28.5% | -4.5% |
| 3Y | +110.2% | -1.9% | +112.2% | +106.5% |
| 5Y | +71.6% | -43.2% | +114.8% | +76.2% |
| All | +70.3% | -19.7% | +90.0% | +52.7% |
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