-26.0%
UPS vs KWEB
-2.3%
-23.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | -2.0% | -5.6% | +3.6% | -1.0% |
| 30D | -2.0% | -10.7% | +8.7% | -0.1% |
| 3M | -6.2% | -7.4% | +1.2% | -5.1% |
| 6M | +2.8% | -19.3% | +22.1% | +6.5% |
| YTD | +5.9% | -27.8% | +33.7% | +11.7% |
| 1Y | +26.2% | -35.9% | +62.2% | +36.1% |
| 3Y | -26.0% | -1.9% | -24.1% | -29.3% |
| All | -26.0% | -2.3% | -23.7% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling