+379.1%
V vs KWEB
-19.7%
+398.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -1.2% | -5.6% | +4.3% | -0.1% |
| 30D | +3.1% | -10.7% | +13.7% | +5.4% |
| 3M | +16.3% | -7.4% | +23.7% | +18.0% |
| 6M | +20.4% | -19.3% | +39.7% | +25.3% |
| YTD | +6.3% | -27.8% | +34.0% | +13.0% |
| 1Y | +8.7% | -35.9% | +44.6% | +18.4% |
| 3Y | +53.3% | -1.9% | +55.2% | +47.7% |
| 5Y | +71.1% | -43.2% | +114.3% | +82.6% |
| All | +379.1% | -19.7% | +398.9% | +285.9% |
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