+82.3%
UPS vs KWEB
+22.0%
+60.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | -3.7% | -3.6% | -0.1% | -3.1% |
| 30D | -3.7% | -14.9% | +11.2% | -1.1% |
| 3M | -6.6% | -5.4% | -1.1% | -5.8% |
| 6M | +2.6% | -18.9% | +21.4% | +6.0% |
| YTD | +4.8% | -27.2% | +32.0% | +10.2% |
| 1Y | +25.3% | -34.2% | +59.5% | +33.9% |
| 3Y | -26.9% | +0.6% | -27.5% | -28.8% |
| 5Y | -33.5% | -43.5% | +10.0% | -31.0% |
| 10Y | +36.1% | -20.6% | +56.7% | +23.3% |
| All | +82.3% | +22.0% | +60.3% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling