-46.3%
KWEB vs ABCL
-26.2%
-20.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -7.8% | -3.3% | -4.6% | -7.4% |
| 30D | -6.4% | -7.1% | +0.7% | -5.9% |
| 3M | -14.6% | +4.7% | -19.3% | -16.5% |
| 6M | -25.0% | +140.9% | -165.9% | -39.1% |
| YTD | -32.7% | +236.0% | -268.6% | -49.8% |
| 1Y | -37.3% | +217.4% | -254.7% | -52.8% |
| 3Y | -5.9% | +188.7% | -194.6% | -35.0% |
| All | -46.3% | -26.2% | -20.1% | -48.5% |
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