-45.3%
ACHR vs KWEB
-62.2%
+16.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -5.4% | -4.3% | -1.1% | -3.4% |
| 30D | -19.7% | -13.0% | -6.7% | -14.3% |
| 3M | +7.9% | -7.6% | +15.5% | +11.9% |
| 6M | -13.8% | -21.1% | +7.4% | -3.5% |
| YTD | -27.5% | -28.2% | +0.7% | -15.0% |
| 1Y | -33.9% | -34.9% | +0.9% | -18.8% |
| 3Y | -20.0% | -0.8% | -19.2% | -18.9% |
| 5Y | -44.0% | -43.6% | -0.4% | -38.7% |
| All | -45.3% | -62.2% | +16.8% | -21.8% |
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