+89.2%
USB vs KWEB
-19.5%
+108.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.9% |
| 7D | +0.8% | +4.1% | -3.4% | 0.0% |
| 30D | +6.8% | -2.5% | +9.3% | +7.2% |
| 3M | -3.8% | -15.2% | +11.4% | -1.2% |
| 6M | +11.7% | -17.7% | +29.5% | +15.1% |
| YTD | +17.5% | -28.6% | +46.1% | +23.7% |
| 1Y | +33.8% | -33.8% | +67.6% | +42.7% |
| 3Y | +104.2% | +1.2% | +103.1% | +98.2% |
| 5Y | +26.4% | -39.2% | +65.6% | +30.7% |
| 10Y | +89.2% | -20.7% | +109.9% | +78.0% |
| All | +89.2% | -19.5% | +108.7% | +78.0% |
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