+290.1%
APH vs KWEB
+2.7%
+287.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.7% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | -3.3% | -11.5% | +8.2% | -0.8% |
| 3M | +14.0% | -2.9% | +17.0% | +14.6% |
| 6M | +24.4% | -14.6% | +39.1% | +28.5% |
| YTD | +21.4% | -25.5% | +46.9% | +29.2% |
| 1Y | +48.9% | -31.1% | +80.0% | +60.7% |
| 3Y | +290.1% | +3.0% | +287.1% | +282.1% |
| All | +290.1% | +2.7% | +287.4% | +282.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling