-44.0%
ACHR vs KWEB
-61.9%
+17.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | -2.3% | -5.6% | +3.3% | +0.4% |
| 30D | -11.3% | -10.7% | -0.6% | -6.5% |
| 3M | +5.3% | -7.4% | +12.7% | +9.1% |
| 6M | -13.2% | -19.3% | +6.1% | -3.8% |
| YTD | -25.8% | -27.8% | +2.0% | -13.3% |
| 1Y | -34.3% | -35.9% | +1.7% | -18.7% |
| 3Y | -19.9% | -1.9% | -18.0% | -18.5% |
| 5Y | -42.7% | -43.2% | +0.5% | -37.4% |
| All | -44.0% | -61.9% | +17.9% | -20.2% |
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