-43.5%
KWEB vs ABCL
-39.4%
-4.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.7% |
| 7D | -3.6% | -2.7% | -0.9% | -3.1% |
| 30D | -14.9% | +18.3% | -33.2% | -17.8% |
| 3M | -5.4% | +108.5% | -113.9% | -19.6% |
| 6M | -18.9% | +213.9% | -232.8% | -37.3% |
| YTD | -27.2% | +223.1% | -250.3% | -44.9% |
| 1Y | -34.2% | +160.6% | -194.8% | -48.8% |
| 3Y | +0.6% | +104.3% | -103.6% | -22.9% |
| 5Y | -43.5% | -40.0% | -3.4% | -46.2% |
| All | -43.5% | -39.4% | -4.1% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling