+3.0%
KWEB vs ABCL
+105.4%
-102.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -1.3% | +1.4% | -2.7% | -1.4% |
| 30D | -11.5% | +65.1% | -76.6% | -16.5% |
| 3M | -2.9% | +111.1% | -114.0% | -11.8% |
| 6M | -14.6% | +231.6% | -246.2% | -27.3% |
| YTD | -25.5% | +234.5% | -260.0% | -37.1% |
| 1Y | -31.1% | +174.3% | -205.4% | -40.7% |
| 3Y | +3.0% | +111.5% | -108.5% | -11.1% |
| All | +3.0% | +105.4% | -102.4% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling