+488.7%
ADP vs KWEB
+28.2%
+460.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.4% |
| 7D | -3.4% | -1.0% | -2.4% | -3.3% |
| 30D | +2.8% | -8.7% | +11.5% | +4.2% |
| 3M | +20.9% | -4.0% | +24.9% | +21.6% |
| 6M | +29.9% | -13.1% | +43.0% | +32.3% |
| YTD | +9.6% | -23.5% | +33.1% | +13.9% |
| 1Y | -5.3% | -27.2% | +21.9% | -1.0% |
| 3Y | +16.5% | -2.1% | +18.6% | +13.2% |
| 5Y | +49.4% | -40.8% | +90.2% | +54.9% |
| 10Y | +282.2% | -17.5% | +299.7% | +233.4% |
| All | +488.7% | +28.2% | +460.5% | +347.0% |
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