+34.0%
USB vs KWEB
-27.0%
+61.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -0.5% |
| 7D | +1.4% | -1.0% | +2.5% | +1.6% |
| 30D | -1.3% | -8.7% | +7.4% | -0.3% |
| 3M | +15.2% | -4.0% | +19.2% | +15.8% |
| 6M | +18.8% | -13.1% | +32.0% | +21.1% |
| YTD | +21.0% | -23.5% | +44.5% | +26.5% |
| 1Y | +34.0% | -27.2% | +61.2% | +43.2% |
| All | +34.0% | -27.0% | +61.1% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling