+33.6%
USB vs KWEB
-30.9%
+64.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.3% | -1.1% |
| 7D | +2.1% | -1.3% | +3.4% | +2.3% |
| 30D | -2.3% | -11.5% | +9.2% | -0.8% |
| 3M | +13.9% | -2.9% | +16.8% | +14.1% |
| 6M | +21.6% | -14.6% | +36.2% | +24.1% |
| YTD | +19.3% | -25.5% | +44.9% | +25.4% |
| 1Y | +33.6% | -31.1% | +64.7% | +44.1% |
| All | +33.6% | -30.9% | +64.5% | +44.1% |
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