+948.3%
APH vs KWEB
-21.6%
+969.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.1% |
| 7D | +11.1% | -7.5% | +18.6% | +13.1% |
| 30D | -7.3% | -7.3% | 0.0% | -5.8% |
| 3M | -6.2% | -16.8% | +10.6% | -2.3% |
| 6M | +24.9% | -21.4% | +46.3% | +31.3% |
| YTD | +18.4% | -32.7% | +51.1% | +29.1% |
| 1Y | +13.0% | -38.2% | +51.2% | +25.6% |
| 3Y | +276.4% | -4.8% | +281.2% | +269.0% |
| 5Y | +296.4% | -47.1% | +343.6% | +336.2% |
| All | +948.3% | -21.6% | +969.9% | +820.0% |
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 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