+216.4%
TER vs KWEB
-42.7%
+259.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +6.4% | -5.6% | +11.9% | +8.3% |
| 30D | -5.7% | -10.7% | +5.0% | -2.1% |
| 3M | -0.4% | -7.4% | +7.0% | +1.6% |
| 6M | +25.8% | -19.3% | +45.2% | +34.9% |
| YTD | +96.4% | -27.8% | +124.2% | +118.7% |
| 1Y | +229.2% | -35.9% | +265.2% | +281.3% |
| 3Y | +288.1% | -1.9% | +290.0% | +284.4% |
| All | +216.4% | -42.7% | +259.1% | +252.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling