-35.9%
KWEB vs ACGL
+5.9%
-41.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.6% |
| 7D | -5.6% | -2.0% | -3.5% | -6.0% |
| 30D | -10.7% | -1.2% | -9.4% | -10.9% |
| 3M | -7.4% | +5.4% | -12.9% | -5.9% |
| 6M | -19.3% | +1.4% | -20.7% | -18.5% |
| YTD | -27.8% | +0.2% | -27.9% | -27.2% |
| 1Y | -35.9% | +4.1% | -40.1% | -34.3% |
| All | -35.9% | +5.9% | -41.9% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling