+820.3%
V vs KWEB
+28.2%
+792.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.4% |
| 7D | -1.7% | -1.0% | -0.7% | -1.5% |
| 30D | +2.0% | -8.7% | +10.7% | +3.9% |
| 3M | +17.4% | -4.0% | +21.3% | +18.2% |
| 6M | +17.5% | -13.1% | +30.6% | +20.6% |
| YTD | +7.6% | -23.5% | +31.1% | +13.4% |
| 1Y | +7.7% | -27.2% | +34.9% | +14.5% |
| 3Y | +54.7% | -2.1% | +56.8% | +48.9% |
| 5Y | +73.0% | -40.8% | +113.8% | +80.8% |
| 10Y | +390.9% | -17.5% | +408.3% | +318.0% |
| All | +820.3% | +28.2% | +792.0% | +597.8% |
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