-22.5%
KWEB vs AA
+122.9%
-145.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -5.6% | -3.4% | -2.1% | -4.8% |
| 30D | -10.7% | -5.8% | -4.9% | -9.5% |
| 3M | -7.4% | -29.9% | +22.5% | +0.3% |
| 6M | -19.3% | -27.0% | +7.7% | -14.5% |
| YTD | -27.8% | -8.7% | -19.0% | -28.2% |
| 1Y | -35.9% | +50.6% | -86.6% | -44.6% |
| 3Y | -1.9% | +74.1% | -76.0% | -21.9% |
| 5Y | -43.2% | +2.6% | -45.8% | -50.4% |
| All | -22.5% | +122.9% | -145.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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