+147.0%
USB vs KWEB
+22.5%
+124.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | 0.0% | +9.4% | -9.4% | -1.6% |
| 30D | +5.8% | +2.3% | +3.6% | +5.4% |
| 3M | -6.0% | -12.3% | +6.4% | -3.8% |
| 6M | +7.8% | -16.4% | +24.2% | +10.9% |
| YTD | +14.6% | -26.9% | +41.5% | +20.6% |
| 1Y | +31.8% | -33.2% | +65.0% | +41.0% |
| 3Y | +91.5% | +1.2% | +90.3% | +85.4% |
| 5Y | +22.0% | -36.4% | +58.4% | +24.4% |
| 10Y | +96.1% | -17.4% | +113.5% | +70.6% |
| All | +147.0% | +22.5% | +124.6% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling