+27.5%
KWEB vs ACGL
+467.2%
-439.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.4% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -8.7% | -1.0% | -7.7% | -8.6% |
| 3M | -4.0% | +11.0% | -15.0% | -6.4% |
| 6M | -13.1% | -0.3% | -12.8% | -13.4% |
| YTD | -23.5% | +2.3% | -25.8% | -24.3% |
| 1Y | -27.2% | +6.4% | -33.5% | -28.8% |
| 3Y | -2.1% | +34.0% | -36.1% | -11.5% |
| 5Y | -40.8% | +161.6% | -202.4% | -56.9% |
| 10Y | -17.5% | +278.6% | -296.0% | -51.8% |
| All | +27.5% | +467.2% | -439.7% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling