-68.4%
XYZ vs KWEB
-42.3%
-26.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.3% |
| 7D | -3.7% | -3.6% | -0.1% | -1.9% |
| 30D | +0.5% | -14.9% | +15.4% | +9.0% |
| 3M | +16.3% | -5.4% | +21.7% | +19.2% |
| 6M | +21.1% | -18.9% | +40.0% | +33.8% |
| YTD | +22.0% | -27.2% | +49.2% | +42.4% |
| 1Y | +5.2% | -34.2% | +39.4% | +29.2% |
| 3Y | +49.6% | +0.6% | +49.0% | +35.7% |
| 5Y | -68.4% | -43.5% | -25.0% | -60.1% |
| All | -68.4% | -42.3% | -26.1% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling