+28.9%
AGG vs KWEB
+21.1%
+7.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -5.6% | +4.5% | -1.0% |
| 30D | -1.1% | -10.7% | +9.5% | -1.1% |
| 3M | -1.9% | -7.4% | +5.5% | -1.9% |
| 6M | -1.7% | -19.3% | +17.6% | -1.6% |
| YTD | -1.3% | -27.8% | +26.5% | -1.1% |
| 1Y | -0.7% | -35.9% | +35.2% | -0.5% |
| 3Y | +12.5% | -1.9% | +14.4% | +12.3% |
| 5Y | -2.5% | -43.2% | +40.7% | -2.8% |
| 10Y | +14.2% | -21.2% | +35.4% | +14.8% |
| All | +28.9% | +21.1% | +7.9% | +28.2% |
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 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