+203.6%
TGT vs KWEB
-19.7%
+223.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -5.2% | -5.6% | +0.3% | -4.4% |
| 30D | +1.2% | -10.7% | +11.9% | +3.0% |
| 3M | +18.4% | -7.4% | +25.8% | +19.7% |
| 6M | +33.4% | -19.3% | +52.8% | +37.7% |
| YTD | +63.8% | -27.8% | +91.6% | +71.8% |
| 1Y | +77.2% | -35.9% | +113.1% | +89.3% |
| 3Y | +41.8% | -1.9% | +43.7% | +38.5% |
| 5Y | -25.5% | -43.2% | +17.6% | -23.0% |
| All | +203.6% | -19.7% | +223.3% | +179.6% |
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