-43.5%
KWEB vs ACGL
+152.7%
-196.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | -3.6% | -2.1% | -1.5% | -3.4% |
| 30D | -14.9% | -2.2% | -12.7% | -14.8% |
| 3M | -5.4% | +6.3% | -11.7% | -6.0% |
| 6M | -18.9% | +0.5% | -19.4% | -19.0% |
| YTD | -27.2% | +0.2% | -27.4% | -27.4% |
| 1Y | -34.2% | +7.3% | -41.5% | -35.0% |
| 3Y | +0.6% | +30.8% | -30.2% | -4.7% |
| 5Y | -43.5% | +155.8% | -199.3% | -59.1% |
| All | -43.5% | +152.7% | -196.2% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling