+1,696.7%
APH vs KWEB
+16.5%
+1,680.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +0.4% | -2.7% | +3.1% | +0.9% |
| 30D | -8.0% | -4.4% | -3.6% | -7.1% |
| 3M | -5.0% | -15.7% | +10.7% | -1.2% |
| 6M | +29.9% | -20.0% | +49.9% | +36.3% |
| YTD | +18.0% | -30.5% | +48.5% | +28.3% |
| 1Y | +11.3% | -36.6% | +47.9% | +23.8% |
| 3Y | +274.9% | -1.7% | +276.6% | +263.7% |
| 5Y | +300.6% | -45.0% | +345.6% | +331.7% |
| 10Y | +944.2% | -19.8% | +964.0% | +807.5% |
| All | +1,696.7% | +16.5% | +1,680.2% | +1,242.8% |
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 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