+306.4%
APH vs KWEB
-40.8%
+347.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -5.0% | +3.4% | -8.4% | -5.7% |
| 30D | -8.4% | -3.5% | -4.9% | -7.9% |
| 3M | -4.5% | -17.4% | +12.9% | -1.4% |
| 6M | +25.3% | -18.6% | +43.9% | +29.3% |
| YTD | +18.9% | -29.3% | +48.3% | +25.9% |
| 1Y | +11.9% | -35.9% | +47.8% | +20.4% |
| 3Y | +278.0% | -0.1% | +278.0% | +272.3% |
| 5Y | +306.4% | -41.2% | +347.6% | +328.0% |
| All | +306.4% | -40.8% | +347.2% | +328.0% |
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 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