+31.8%
USB vs KWEB
-33.8%
+65.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | 0.0% | +9.4% | -9.4% | -0.9% |
| 30D | +5.8% | +2.3% | +3.6% | +5.5% |
| 3M | -6.0% | -12.3% | +6.4% | -5.0% |
| 6M | +7.8% | -16.4% | +24.2% | +9.9% |
| YTD | +14.6% | -26.9% | +41.5% | +19.5% |
| 1Y | +31.8% | -33.2% | +65.0% | +39.6% |
| All | +31.8% | -33.8% | +65.6% | +39.6% |
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