+147.1%
AMAT vs KWEB
-39.1%
+186.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -2.3% | +13.7% | +12.1% |
| 7D | -1.1% | +4.1% | -5.2% | -2.6% |
| 30D | -26.9% | -2.5% | -24.4% | -26.5% |
| 3M | -31.2% | -15.2% | -16.0% | -27.8% |
| 6M | -14.7% | -17.7% | +3.0% | -9.9% |
| YTD | +44.7% | -28.6% | +73.3% | +60.4% |
| 1Y | +62.0% | -33.8% | +95.8% | +83.9% |
| 3Y | +165.0% | +1.2% | +163.8% | +158.4% |
| 5Y | +147.1% | -39.2% | +186.3% | +181.8% |
| All | +147.1% | -39.1% | +186.2% | +181.8% |
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 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