+109.7%
USB vs KWEB
-19.5%
+129.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -0.6% |
| 7D | +1.4% | -1.0% | +2.5% | +1.6% |
| 30D | -1.3% | -8.7% | +7.4% | +0.2% |
| 3M | +15.2% | -4.0% | +19.2% | +15.8% |
| 6M | +18.8% | -13.1% | +32.0% | +21.2% |
| YTD | +21.0% | -23.5% | +44.5% | +26.1% |
| 1Y | +34.0% | -27.2% | +61.2% | +40.7% |
| 3Y | +95.3% | -2.1% | +97.4% | +90.8% |
| 5Y | +40.4% | -40.8% | +81.2% | +46.3% |
| All | +109.7% | -19.5% | +129.2% | +90.4% |
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