+228.4%
UNH vs KWEB
-19.7%
+248.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.4% |
| 7D | -4.5% | -5.6% | +1.0% | -4.0% |
| 30D | -6.5% | -10.7% | +4.1% | -5.5% |
| 3M | -6.0% | -7.4% | +1.4% | -5.3% |
| 6M | +33.7% | -19.3% | +53.0% | +36.4% |
| YTD | +16.4% | -27.8% | +44.1% | +20.1% |
| 1Y | +10.1% | -35.9% | +46.0% | +14.9% |
| 3Y | -16.3% | -1.9% | -14.4% | -17.1% |
| 5Y | +2.1% | -43.2% | +45.3% | +8.3% |
| All | +228.4% | -19.7% | +248.1% | +207.6% |
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