-19.6%
KWEB vs ACGL
+324.4%
-344.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -7.8% | +2.2% | -10.0% | -8.2% |
| 30D | -6.4% | +12.3% | -18.8% | -8.5% |
| 3M | -14.6% | +11.8% | -26.4% | -16.5% |
| 6M | -25.0% | +17.5% | -42.5% | -27.5% |
| YTD | -32.7% | +14.3% | -46.9% | -34.7% |
| 1Y | -37.3% | +18.2% | -55.5% | -39.7% |
| 3Y | -5.9% | +33.2% | -39.1% | -13.1% |
| 5Y | -47.1% | +174.3% | -221.4% | -60.3% |
| All | -19.6% | +324.4% | -344.0% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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