-35.7%
U vs KWEB
-57.1%
+21.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.1% |
| 7D | +5.5% | -5.6% | +11.1% | +9.3% |
| 30D | -1.3% | -10.7% | +9.4% | +5.7% |
| 3M | +64.6% | -7.4% | +72.0% | +71.9% |
| 6M | +119.4% | -19.3% | +138.7% | +148.3% |
| YTD | -0.5% | -27.8% | +27.3% | +21.7% |
| 1Y | +1.3% | -35.9% | +37.2% | +33.7% |
| 3Y | +15.6% | -1.9% | +17.6% | +11.4% |
| 5Y | -67.5% | -43.2% | -24.3% | -58.0% |
| All | -35.7% | -57.1% | +21.4% | +0.4% |
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