-34.9%
KWEB vs ABCL
+145.5%
-180.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +4.0% | -1.0% |
| 7D | -4.3% | -9.6% | +5.3% | -3.6% |
| 30D | -13.0% | +7.2% | -20.2% | -13.6% |
| 3M | -7.6% | +105.5% | -113.1% | -14.4% |
| 6M | -21.1% | +193.0% | -214.1% | -30.7% |
| YTD | -28.2% | +205.8% | -234.1% | -37.7% |
| 1Y | -34.9% | +144.4% | -179.3% | -39.7% |
| All | -34.9% | +145.5% | -180.4% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling